+271.3%
KORU vs DFNS
-99.9%
+371.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.8% | +13.4% |
| 7D | +13.0% | -16.0% | +29.0% | +13.0% |
| 30D | +27.3% | -77.7% | +105.0% | +26.9% |
| 3M | -55.3% | -77.2% | +21.9% | -54.9% |
| 6M | +11.6% | -95.2% | +106.8% | +11.9% |
| YTD | +158.5% | -98.0% | +256.5% | +158.2% |
| 1Y | +482.2% | -98.3% | +580.4% | +481.9% |
| 3Y | +471.9% | -99.9% | +571.8% | +470.8% |
| 5Y | +41.1% | -99.9% | +141.0% | +38.6% |
| All | +271.3% | -99.9% | +371.2% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling