+54.1%
KORU vs DASH
+16.3%
+37.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.6% | +18.1% | +15.4% |
| 7D | +13.0% | -10.6% | +23.6% | +18.2% |
| 30D | +27.3% | +2.2% | +25.1% | +25.2% |
| 3M | -55.3% | +32.3% | -87.6% | -60.9% |
| 6M | +11.6% | +19.1% | -7.5% | +0.6% |
| YTD | +158.5% | -6.5% | +165.1% | +156.6% |
| 1Y | +482.2% | -14.9% | +497.0% | +499.0% |
| 3Y | +471.9% | +151.9% | +320.0% | +264.0% |
| 5Y | +41.1% | +9.4% | +31.7% | -2.8% |
| All | +54.1% | +16.3% | +37.7% | +6.8% |
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