+467.0%
KORU vs DASH
-19.6%
+486.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +3.1% |
| 7D | +24.3% | -11.2% | +35.5% | +28.2% |
| 30D | +37.3% | -7.3% | +44.6% | +39.6% |
| 3M | -32.8% | +31.4% | -64.2% | -41.0% |
| 6M | +36.9% | +11.9% | +25.0% | +26.2% |
| YTD | +162.6% | -11.5% | +174.1% | +164.0% |
| 1Y | +467.0% | -20.0% | +487.0% | +556.2% |
| All | +467.0% | -19.6% | +486.7% | +556.2% |
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