+149.7%
KORU vs CVE
+73.1%
+76.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.5% |
| 7D | +24.3% | +4.6% | +19.7% | +22.4% |
| 30D | -44.8% | -12.0% | -32.8% | -42.2% |
| 3M | -60.0% | -3.8% | -56.3% | -59.8% |
| 6M | -78.7% | -2.7% | -75.9% | -78.6% |
| YTD | -10.6% | +73.6% | -84.1% | -37.4% |
| 1Y | -3.8% | +62.0% | -65.8% | -30.1% |
| All | +149.7% | +73.1% | +76.6% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling