-27.8%
KORU vs D
+44.7%
-72.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | -34.5% | +2.4% | -36.9% | -35.5% |
| 30D | -59.6% | +10.9% | -70.5% | -62.6% |
| 3M | -56.1% | +2.8% | -58.9% | -57.5% |
| 6M | -84.7% | +12.7% | -97.4% | -86.4% |
| YTD | -20.6% | +20.3% | -40.9% | -32.4% |
| 1Y | -13.9% | +17.1% | -31.0% | -25.7% |
| 3Y | +114.9% | +75.1% | +39.7% | +32.0% |
| 5Y | -36.0% | +13.1% | -49.1% | -45.9% |
| 10Y | -27.8% | +48.3% | -76.1% | -45.4% |
| All | -27.8% | +44.7% | -72.6% | -45.4% |
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