+502.1%
KORU vs CDW
-30.2%
+532.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +20.1% | -4.2% | +24.3% | +22.3% |
| 30D | +47.5% | +4.9% | +42.6% | +43.8% |
| 3M | -30.1% | +7.3% | -37.4% | -35.3% |
| 6M | +20.1% | +19.2% | +1.0% | +0.9% |
| YTD | +166.6% | +6.2% | +160.4% | +137.5% |
| 1Y | +458.9% | -14.0% | +473.0% | +518.0% |
| All | +502.1% | -30.2% | +532.4% | +589.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling