+21.5%
KORU vs DFNS
-100.0%
+121.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -5.4% |
| 7D | +11.1% | -6.0% | +17.1% | +11.2% |
| 30D | -40.6% | -71.2% | +30.6% | -40.6% |
| 3M | -63.9% | -94.5% | +30.6% | -64.0% |
| 6M | -82.8% | -96.5% | +13.7% | -82.7% |
| YTD | -15.4% | -99.6% | +84.2% | -15.6% |
| 1Y | -3.3% | -99.7% | +96.4% | -3.5% |
| 3Y | +136.2% | -100.0% | +236.1% | +136.8% |
| 5Y | -36.7% | -100.0% | +63.3% | -37.8% |
| All | +21.5% | -100.0% | +121.5% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling