+22.5%
KORU vs DD
+49.3%
-26.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -1.4% |
| 7D | -24.3% | +8.7% | -33.0% | -38.0% |
| 30D | -54.2% | +15.3% | -69.5% | -67.9% |
| 3M | -45.4% | +5.9% | -51.4% | -52.1% |
| 6M | -66.5% | +11.6% | -78.0% | -70.1% |
| YTD | +14.9% | +26.5% | -11.6% | -7.8% |
| 1Y | +22.5% | +35.4% | -12.9% | -8.7% |
| All | +22.5% | +49.3% | -26.8% | -8.7% |
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