+22.5%
KORU vs DASH
-16.7%
+39.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.3% | -13.6% | -6.8% |
| 7D | -24.3% | +17.2% | -41.5% | -27.1% |
| 30D | -54.2% | +3.6% | -57.8% | -54.5% |
| 3M | -45.4% | -1.9% | -43.6% | -45.6% |
| 6M | -66.5% | +15.1% | -81.5% | -68.9% |
| YTD | +14.9% | -12.3% | +27.2% | +12.4% |
| 1Y | +22.5% | -17.2% | +39.8% | +21.6% |
| All | +22.5% | -16.7% | +39.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling