+11.6%
KORU vs D
+7.2%
+4.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.9% | +13.0% |
| 7D | +13.0% | +1.5% | +11.5% | +14.7% |
| 30D | +27.3% | -2.6% | +29.9% | +23.3% |
| 3M | -55.3% | 0.0% | -55.3% | -54.8% |
| 6M | +11.6% | +7.4% | +4.2% | +18.9% |
| All | +11.6% | +7.2% | +4.4% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling