+357.3%
KORU vs DFNS
-98.2%
+455.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.5% | -14.1% | -12.6% |
| 7D | +2.3% | -3.3% | +5.7% | +2.4% |
| 30D | +20.0% | -73.1% | +93.1% | +23.8% |
| 3M | -32.7% | -71.4% | +38.7% | -18.0% |
| 6M | +13.3% | -93.8% | +107.2% | +68.7% |
| YTD | +133.2% | -98.0% | +231.3% | +288.4% |
| 1Y | +357.3% | -98.2% | +455.4% | +580.7% |
| All | +357.3% | -98.2% | +455.5% | +580.7% |
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 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