+65.2%
KORU vs CDW
-22.7%
+87.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +5.2% |
| 7D | +24.3% | -3.9% | +28.2% | +27.3% |
| 30D | +37.3% | +6.9% | +30.4% | +30.5% |
| 3M | -32.8% | +7.7% | -40.5% | -40.4% |
| 6M | +36.9% | +18.3% | +18.6% | +7.9% |
| YTD | +162.6% | +7.8% | +154.9% | +117.2% |
| 1Y | +467.0% | -12.2% | +479.2% | +488.7% |
| 3Y | +522.4% | -28.9% | +551.3% | +688.7% |
| All | +65.2% | -22.7% | +87.8% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling