+22.5%
KORU vs DG
+45.3%
-22.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.5% | -13.8% | -4.6% |
| 7D | -24.3% | +12.3% | -36.6% | -23.7% |
| 30D | -54.2% | +19.3% | -73.5% | -54.7% |
| 3M | -45.4% | +11.9% | -57.3% | -45.4% |
| 6M | -66.5% | +25.0% | -91.4% | -69.6% |
| YTD | +14.9% | +8.7% | +6.2% | +19.8% |
| 1Y | +22.5% | +44.7% | -22.2% | +12.9% |
| All | +22.5% | +45.3% | -22.7% | +12.9% |
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