-54.6%
KORU vs DASH
-1.3%
-53.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +6.0% | +5.9% |
| 7D | -35.0% | +0.4% | -35.4% | -34.1% |
| 30D | -65.5% | -6.0% | -59.5% | -64.3% |
| 3M | -58.9% | -15.8% | -43.1% | -55.7% |
| 6M | -83.5% | +7.0% | -90.5% | -84.4% |
| YTD | -23.9% | -20.7% | -3.2% | -18.3% |
| 1Y | -12.4% | -8.5% | -3.9% | -12.4% |
| 3Y | +82.1% | +101.8% | -19.7% | +28.8% |
| 5Y | -42.6% | -9.6% | -33.1% | -56.9% |
| All | -54.6% | -1.3% | -53.4% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling