+22.5%
KORU vs DFNS
-99.6%
+122.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.3% | +13.1% | -4.7% |
| 7D | -24.3% | -27.7% | +3.4% | -23.5% |
| 30D | -54.2% | -58.0% | +3.8% | -53.0% |
| 3M | -45.4% | -94.0% | +48.5% | -41.7% |
| 6M | -66.5% | -94.6% | +28.1% | -52.8% |
| YTD | +14.9% | -99.4% | +114.3% | +97.5% |
| 1Y | +22.5% | -99.6% | +122.2% | +115.3% |
| All | +22.5% | -99.6% | +122.2% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling