-27.3%
KORU vs CVE
+136.7%
-164.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.5% | +10.8% | +11.0% |
| 7D | -25.8% | -10.1% | -15.8% | -20.8% |
| 30D | -56.9% | -12.1% | -44.8% | -53.7% |
| 3M | -55.7% | -1.9% | -53.8% | -55.7% |
| 6M | -83.7% | -1.8% | -81.8% | -84.0% |
| YTD | -15.3% | +65.8% | -81.1% | -39.9% |
| 1Y | +3.4% | +60.8% | -57.5% | -25.6% |
| 3Y | +133.8% | +70.1% | +63.6% | +58.1% |
| 5Y | -35.4% | +134.8% | -170.1% | -65.5% |
| 10Y | -27.3% | +130.1% | -157.4% | -75.9% |
| All | -27.3% | +136.7% | -164.0% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling