+70.8%
KORU vs CVE
+170.0%
-99.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +0.2% |
| 7D | +24.3% | +0.2% | +24.1% | +24.0% |
| 30D | +37.3% | +17.5% | +19.8% | +24.8% |
| 3M | -32.8% | +16.2% | -49.0% | -39.9% |
| 6M | +36.9% | +47.8% | -10.8% | +4.5% |
| YTD | +162.6% | +98.5% | +64.1% | +69.4% |
| 1Y | +467.0% | +109.8% | +357.3% | +253.1% |
| 3Y | +522.4% | +75.5% | +446.9% | +314.7% |
| 5Y | +57.9% | +341.6% | -283.7% | -41.5% |
| 10Y | +70.8% | +159.8% | -89.0% | -46.2% |
| All | +70.8% | +170.0% | -99.3% | -46.2% |
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