+162.5%
KORU vs DDOG
+427.7%
-265.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +13.8% |
| 7D | +13.0% | -10.1% | +23.1% | +17.7% |
| 30D | +27.3% | -24.8% | +52.1% | +40.0% |
| 3M | -55.3% | -12.6% | -42.7% | -53.5% |
| 6M | +11.6% | +79.9% | -68.3% | -15.3% |
| YTD | +158.5% | +56.6% | +102.0% | +103.4% |
| 1Y | +482.2% | +61.6% | +420.6% | +340.4% |
| 3Y | +471.9% | +117.9% | +354.0% | +266.3% |
| 5Y | +41.1% | +54.2% | -13.1% | -4.0% |
| All | +162.5% | +427.7% | -265.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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