-43.7%
KORU vs CDW
+1,030.0%
-1,073.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -4.8% |
| 7D | +11.1% | +9.3% | +1.8% | +3.0% |
| 30D | -40.6% | +14.4% | -55.0% | -46.7% |
| 3M | -63.9% | +21.4% | -85.3% | -69.8% |
| 6M | -82.8% | +72.8% | -155.6% | -90.4% |
| YTD | -15.4% | +28.0% | -43.4% | -42.9% |
| 1Y | -3.3% | +19.3% | -22.6% | -29.5% |
| 3Y | +136.2% | -15.3% | +151.5% | +143.8% |
| 5Y | -36.7% | -3.8% | -32.9% | -41.5% |
| 10Y | -22.9% | +318.5% | -341.4% | -78.2% |
| All | -43.7% | +1,030.0% | -1,073.7% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling