+82.9%
KORU vs DG
+101.8%
-18.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.5% |
| 7D | -1.7% | -6.5% | +4.8% | +0.7% |
| 30D | +13.5% | +4.2% | +9.4% | +11.4% |
| 3M | -45.2% | +9.5% | -54.7% | -48.8% |
| 6M | +17.1% | -13.1% | +30.3% | +21.1% |
| YTD | +154.1% | -4.8% | +159.0% | +154.9% |
| 1Y | +375.7% | +20.6% | +355.1% | +330.8% |
| 3Y | +474.0% | +4.9% | +469.1% | +403.1% |
| 5Y | +60.4% | -37.9% | +98.3% | +80.9% |
| All | +82.9% | +101.8% | -18.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling