+67.9%
KORU vs CDW
+271.4%
-203.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.2% | -12.7% | -12.7% |
| 7D | +2.3% | -7.4% | +9.7% | +9.2% |
| 30D | +20.0% | +5.8% | +14.2% | +13.3% |
| 3M | -32.7% | +10.8% | -43.5% | -44.5% |
| 6M | +13.3% | +21.5% | -8.1% | -18.6% |
| YTD | +133.2% | +6.4% | +126.9% | +83.5% |
| 1Y | +357.3% | -14.8% | +372.1% | +363.2% |
| 3Y | +452.7% | -29.9% | +482.5% | +584.3% |
| 5Y | +47.2% | -22.9% | +70.1% | +65.2% |
| All | +67.9% | +271.4% | -203.6% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling