+375.7%
KORU vs DD
+34.9%
+340.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.2% | +9.5% |
| 7D | -1.7% | -3.5% | +1.8% | +5.2% |
| 30D | +13.5% | -11.7% | +25.2% | +46.2% |
| 3M | -45.2% | -9.2% | -36.0% | -30.8% |
| 6M | +17.1% | -7.2% | +24.3% | +56.6% |
| YTD | +154.1% | +6.6% | +147.5% | +223.2% |
| 1Y | +375.7% | +32.0% | +343.7% | +437.1% |
| All | +375.7% | +34.9% | +340.8% | +437.1% |
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