+31.0%
DIS vs KORU
-16.9%
+48.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.7% |
| 7D | +0.9% | +24.3% | -23.5% | -1.6% |
| 30D | +8.9% | -44.8% | +53.7% | +13.3% |
| 3M | +14.5% | -60.0% | +74.6% | +20.8% |
| 6M | +12.2% | -78.7% | +90.9% | +14.9% |
| YTD | +4.7% | -10.6% | +15.3% | -21.3% |
| 1Y | +2.8% | -3.8% | +6.6% | -24.1% |
| 3Y | +38.1% | +142.0% | -103.8% | -21.3% |
| 5Y | -23.6% | -33.1% | +9.5% | -49.0% |
| All | +31.0% | -16.9% | +48.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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