-41.5%
KORU vs DECK
+874.1%
-915.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.5% |
| 7D | -35.0% | +5.8% | -40.8% | -37.2% |
| 30D | -65.5% | +7.9% | -73.4% | -67.4% |
| 3M | -58.9% | -11.4% | -47.5% | -56.4% |
| 6M | -83.5% | -16.6% | -67.0% | -82.3% |
| YTD | -23.9% | -16.4% | -7.5% | -17.1% |
| 1Y | -12.4% | +8.6% | -21.1% | -19.6% |
| 3Y | +82.1% | -15.1% | +97.2% | +71.8% |
| 5Y | -42.6% | +22.9% | -65.5% | -59.9% |
| All | -41.5% | +874.1% | -915.6% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling