+31.4%
KORU vs DD
+222.8%
-191.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +24.3% | -0.6% | +24.9% | +25.2% |
| 30D | +37.3% | -7.4% | +44.7% | +52.2% |
| 3M | -32.8% | -6.4% | -26.4% | -23.9% |
| 6M | +36.9% | -2.5% | +39.4% | +58.3% |
| YTD | +162.6% | +10.2% | +152.4% | +167.5% |
| 1Y | +467.0% | +36.9% | +430.1% | +341.7% |
| 3Y | +522.4% | +47.0% | +475.3% | +341.3% |
| 5Y | +57.9% | +63.1% | -5.3% | +4.9% |
| 10Y | +70.8% | +68.2% | +2.6% | +11.0% |
| All | +31.4% | +222.8% | -191.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling