+426.7%
KORU vs DBX
+25.2%
+401.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.3% | -13.9% | -12.7% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +20.0% | +2.8% | +17.2% | +19.4% |
| 3M | -32.7% | +26.8% | -59.5% | -37.0% |
| 6M | +13.3% | +32.8% | -19.4% | +3.2% |
| YTD | +133.2% | +26.1% | +107.1% | +115.5% |
| 1Y | +357.3% | +14.1% | +343.1% | +340.1% |
| All | +426.7% | +25.2% | +401.6% | +339.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling