-42.9%
KORU vs DASH
-9.9%
-33.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +6.0% | +5.9% |
| 7D | -35.0% | +0.4% | -35.4% | -34.0% |
| 30D | -65.5% | -6.0% | -59.5% | -64.1% |
| 3M | -58.9% | -15.8% | -43.1% | -55.2% |
| 6M | -83.5% | +7.0% | -90.5% | -84.5% |
| YTD | -23.9% | -20.7% | -3.2% | -17.6% |
| 1Y | -12.4% | -8.5% | -3.9% | -12.7% |
| 3Y | +82.1% | +101.8% | -19.7% | +19.1% |
| All | -42.9% | -9.9% | -33.1% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling