+177.5%
KORU vs CTVA
+211.9%
-34.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.6% |
| 7D | +20.1% | -5.8% | +25.9% | +26.0% |
| 30D | +47.5% | +11.1% | +36.4% | +32.6% |
| 3M | -30.1% | +13.2% | -43.3% | -39.7% |
| 6M | +20.1% | +8.7% | +11.4% | +6.8% |
| YTD | +166.6% | +27.3% | +139.3% | +109.8% |
| 1Y | +458.9% | +18.0% | +440.9% | +360.6% |
| 3Y | +531.8% | +76.5% | +455.3% | +256.2% |
| 5Y | +67.7% | +105.1% | -37.4% | -15.9% |
| All | +177.5% | +211.9% | -34.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 all: compounded portfolio wealth divided by compounded CTVA 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…
all analysis · Full analysis span regression · 6 months rolling