+16.6%
KORU vs DE
+896.7%
-880.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.6% |
| 7D | +2.3% | -2.4% | +4.7% | +4.8% |
| 30D | +20.0% | +9.7% | +10.3% | +7.5% |
| 3M | -32.7% | +21.4% | -54.1% | -45.3% |
| 6M | +13.3% | +15.0% | -1.7% | -1.7% |
| YTD | +133.2% | +46.4% | +86.8% | +57.4% |
| 1Y | +357.3% | +45.6% | +311.6% | +206.9% |
| 3Y | +452.7% | +76.8% | +375.9% | +199.6% |
| 5Y | +47.2% | +99.4% | -52.2% | -34.7% |
| 10Y | +67.6% | +864.6% | -797.0% | -84.5% |
| All | +16.6% | +896.7% | -880.0% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling