-14.3%
KORU vs D
+47.5%
-61.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.5% | +18.9% | +18.7% |
| 7D | -18.1% | -2.4% | -15.7% | -17.1% |
| 30D | -45.7% | +9.0% | -54.7% | -49.3% |
| 3M | -51.6% | +1.0% | -52.5% | -52.7% |
| 6M | -82.6% | +11.0% | -93.6% | -84.4% |
| YTD | -5.9% | +19.8% | -25.7% | -19.8% |
| 1Y | +3.3% | +16.0% | -12.7% | -10.3% |
| 3Y | +154.5% | +74.4% | +80.1% | +56.7% |
| 5Y | -26.6% | +13.5% | -40.1% | -38.2% |
| 10Y | -14.3% | +48.4% | -62.6% | -34.9% |
| All | -14.3% | +47.5% | -61.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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