-52.7%
KORU vs DASH
-2.1%
-50.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.6% |
| 7D | -34.5% | -2.8% | -31.7% | -32.5% |
| 30D | -59.6% | -9.3% | -50.3% | -57.4% |
| 3M | -56.1% | -15.1% | -41.0% | -52.8% |
| 6M | -84.7% | +8.7% | -93.4% | -85.5% |
| YTD | -20.6% | -21.3% | +0.7% | -14.4% |
| 1Y | -13.9% | -12.7% | -1.2% | -11.8% |
| 3Y | +114.9% | +103.8% | +11.1% | +51.4% |
| 5Y | -36.0% | -16.8% | -19.2% | -51.0% |
| All | -52.7% | -2.1% | -50.6% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling