-20.7%
KORU vs DECK
+753.0%
-773.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -7.1% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | -40.6% | +4.8% | -45.4% | -42.6% |
| 3M | -63.9% | -6.9% | -56.9% | -62.7% |
| 6M | -82.8% | -7.6% | -75.2% | -82.6% |
| YTD | -15.4% | -16.3% | +0.9% | -8.0% |
| 1Y | -3.3% | +4.5% | -7.7% | -8.8% |
| 3Y | +136.2% | -17.1% | +153.3% | +126.2% |
| 5Y | -36.7% | +21.9% | -58.6% | -55.8% |
| All | -20.7% | +753.0% | -773.7% | -75.1% |
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