+522.4%
KORU vs D
+65.5%
+456.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +24.3% | +0.8% | +23.5% | +24.1% |
| 30D | +37.3% | -0.7% | +38.1% | +37.6% |
| 3M | -32.8% | +2.1% | -34.9% | -33.5% |
| 6M | +36.9% | +6.8% | +30.1% | +31.7% |
| YTD | +162.6% | +16.5% | +146.1% | +144.6% |
| 1Y | +467.0% | +19.2% | +447.9% | +417.8% |
| 3Y | +522.4% | +61.9% | +460.5% | +324.7% |
| All | +522.4% | +65.5% | +456.8% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling