+482.2%
KORU vs DD
+41.5%
+440.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.1% | +12.7% |
| 7D | +13.0% | -3.5% | +16.5% | +21.4% |
| 30D | +27.3% | -10.3% | +37.6% | +59.6% |
| 3M | -55.3% | -7.5% | -47.7% | -44.0% |
| 6M | +11.6% | -8.0% | +19.6% | +45.0% |
| YTD | +158.5% | +10.5% | +148.1% | +207.8% |
| 1Y | +482.2% | +38.3% | +443.9% | +522.3% |
| All | +482.2% | +41.5% | +440.7% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling