-37.4%
KORU vs CDW
+1,039.4%
-1,076.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.2% | +16.3% | +16.5% |
| 7D | -18.1% | +2.6% | -20.7% | -17.6% |
| 30D | -45.7% | +20.4% | -66.1% | -53.8% |
| 3M | -51.6% | +28.5% | -80.1% | -61.4% |
| 6M | -82.6% | +70.6% | -153.2% | -90.1% |
| YTD | -5.9% | +29.1% | -35.0% | -37.0% |
| 1Y | +3.3% | +23.8% | -20.5% | -27.5% |
| 3Y | +154.5% | -14.5% | +169.0% | +160.3% |
| 5Y | -26.6% | -1.6% | -25.0% | -33.6% |
| 10Y | -14.3% | +322.0% | -336.3% | -75.9% |
| All | -37.4% | +1,039.4% | -1,076.8% | -88.3% |
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