-12.4%
KORU vs CVE
+67.8%
-80.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.8% |
| 7D | -35.0% | -16.1% | -18.9% | -36.9% |
| 30D | -65.5% | -10.4% | -55.2% | -65.9% |
| 3M | -58.9% | -2.4% | -56.5% | -58.5% |
| 6M | -83.5% | -4.4% | -79.1% | -82.9% |
| YTD | -23.9% | +64.9% | -88.8% | -35.6% |
| 1Y | -12.4% | +66.0% | -78.5% | -26.6% |
| All | -12.4% | +67.8% | -80.3% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling