+3.0%
KORU vs DBX
+16.6%
-13.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +3.1% |
| 7D | +24.3% | -1.3% | +25.6% | +24.9% |
| 30D | +37.3% | -2.9% | +40.2% | +38.2% |
| 3M | -32.8% | +23.8% | -56.6% | -43.9% |
| 6M | +36.9% | +26.2% | +10.7% | +11.5% |
| YTD | +162.6% | +21.6% | +141.0% | +115.1% |
| 1Y | +467.0% | +11.4% | +455.6% | +382.7% |
| 3Y | +522.4% | +21.3% | +501.1% | +381.4% |
| 5Y | +57.9% | +6.7% | +51.2% | +30.7% |
| All | +3.0% | +16.6% | -13.6% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling