+56.9%
KORU vs DBX
+11.7%
+45.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.3% |
| 7D | -1.7% | +2.1% | -3.8% | -2.8% |
| 30D | +13.5% | +5.7% | +7.8% | +9.6% |
| 3M | -45.2% | +31.8% | -77.0% | -55.8% |
| 6M | +17.1% | +37.5% | -20.3% | -10.4% |
| YTD | +154.1% | +27.9% | +126.2% | +100.8% |
| 1Y | +375.7% | +15.0% | +360.6% | +300.2% |
| 3Y | +474.0% | +27.2% | +446.8% | +304.6% |
| All | +56.9% | +11.7% | +45.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling