-31.9%
DIS vs KORU
-42.6%
+10.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.8% |
| 7D | +5.2% | -35.0% | +40.2% | +7.5% |
| 30D | +11.5% | -65.5% | +77.0% | +17.9% |
| 3M | +11.5% | -58.9% | +70.4% | +14.9% |
| 6M | +8.9% | -83.5% | +92.4% | +11.8% |
| YTD | +3.4% | -23.9% | +27.3% | -18.4% |
| 1Y | +7.2% | -12.4% | +19.6% | -17.6% |
| 3Y | +43.3% | +82.1% | -38.8% | -11.1% |
| All | -31.9% | -42.6% | +10.7% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling