-82.8%
KORU vs DFNS
-96.6%
+13.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -5.2% |
| 7D | +11.1% | -6.0% | +17.1% | +11.4% |
| 30D | -40.6% | -71.2% | +30.6% | -38.4% |
| 3M | -63.9% | -94.5% | +30.6% | -61.6% |
| 6M | -82.8% | -96.5% | +13.7% | -79.6% |
| All | -82.8% | -96.6% | +13.7% | -79.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling