+482.2%
KORU vs CDW
-5.0%
+487.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +13.5% |
| 7D | +13.0% | +3.2% | +9.8% | +12.7% |
| 30D | +27.3% | +9.3% | +18.0% | +26.1% |
| 3M | -55.3% | +9.8% | -65.1% | -54.5% |
| 6M | +11.6% | +23.3% | -11.7% | +7.5% |
| YTD | +158.5% | +13.7% | +144.9% | +158.3% |
| 1Y | +482.2% | -6.5% | +488.6% | +572.0% |
| All | +482.2% | -5.0% | +487.2% | +572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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