+67.9%
KORU vs D
+38.3%
+29.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.5% |
| 7D | +2.3% | -1.6% | +3.9% | +3.3% |
| 30D | +20.0% | -3.5% | +23.5% | +22.6% |
| 3M | -32.7% | -1.6% | -31.1% | -32.6% |
| 6M | +13.3% | +5.8% | +7.5% | +5.9% |
| YTD | +133.2% | +14.5% | +118.7% | +107.0% |
| 1Y | +357.3% | +14.2% | +343.1% | +301.5% |
| 3Y | +452.7% | +59.0% | +393.7% | +266.1% |
| 5Y | +47.2% | +5.4% | +41.8% | +31.2% |
| All | +67.9% | +38.3% | +29.6% | +28.2% |
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