+20.1%
KORU vs DE
+16.1%
+4.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +20.1% | -3.0% | +23.1% | +23.8% |
| 30D | +47.5% | +11.1% | +36.3% | +29.3% |
| 3M | -30.1% | +17.6% | -47.7% | -41.5% |
| 6M | +20.1% | +13.6% | +6.5% | +6.2% |
| All | +20.1% | +16.1% | +4.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 6mo: compounded portfolio wealth divided by compounded DE 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…
6mo analysis · Full analysis span regression · 6 months rolling