+114.9%
KORU vs CSX
+75.3%
+39.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -7.3% |
| 7D | -34.5% | +0.7% | -35.2% | -34.3% |
| 30D | -59.6% | +8.1% | -67.7% | -62.8% |
| 3M | -56.1% | +2.2% | -58.3% | -57.1% |
| 6M | -84.7% | +14.6% | -99.3% | -86.9% |
| YTD | -20.6% | +42.2% | -62.8% | -42.4% |
| 1Y | -13.9% | +47.3% | -61.2% | -39.1% |
| 3Y | +114.9% | +73.5% | +41.3% | +24.6% |
| All | +114.9% | +75.3% | +39.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling