+482.2%
KORU vs DG
+23.4%
+458.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.5% | +12.0% | +13.2% |
| 7D | +13.0% | +8.4% | +4.6% | +11.4% |
| 30D | +27.3% | +4.9% | +22.3% | +26.3% |
| 3M | -55.3% | +29.3% | -84.6% | -61.3% |
| 6M | +11.6% | -11.3% | +22.9% | +16.0% |
| YTD | +158.5% | +1.8% | +156.8% | +165.2% |
| 1Y | +482.2% | +25.3% | +456.8% | +488.8% |
| All | +482.2% | +23.4% | +458.7% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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