-41.5%
KORU vs CVE
+136.1%
-177.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.1% |
| 7D | -35.0% | -16.1% | -18.9% | -28.1% |
| 30D | -65.5% | -10.4% | -55.2% | -63.4% |
| 3M | -58.9% | -2.4% | -56.5% | -58.8% |
| 6M | -83.5% | -4.4% | -79.1% | -83.6% |
| YTD | -23.9% | +64.9% | -88.8% | -45.8% |
| 1Y | -12.4% | +66.0% | -78.5% | -38.2% |
| 3Y | +82.1% | +57.7% | +24.4% | +28.8% |
| 5Y | -42.6% | +144.7% | -187.4% | -70.1% |
| All | -41.5% | +136.1% | -177.7% | -81.2% |
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