-0.4%
KORU vs DBX
+22.6%
-23.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.2% |
| 7D | -1.7% | +2.1% | -3.8% | -2.8% |
| 30D | +13.5% | +5.7% | +7.8% | +9.5% |
| 3M | -45.2% | +31.8% | -77.0% | -55.5% |
| 6M | +17.1% | +37.5% | -20.3% | -8.9% |
| YTD | +154.1% | +27.9% | +126.2% | +102.8% |
| 1Y | +375.7% | +15.0% | +360.6% | +299.4% |
| 3Y | +474.0% | +27.2% | +446.8% | +333.4% |
| 5Y | +60.4% | +12.8% | +47.6% | +29.1% |
| All | -0.4% | +22.6% | -23.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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