+474.0%
KORU vs DG
+4.6%
+469.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.8% |
| 7D | -1.7% | -6.5% | +4.8% | -1.0% |
| 30D | +13.5% | +4.2% | +9.4% | +12.9% |
| 3M | -45.2% | +9.5% | -54.7% | -46.9% |
| 6M | +17.1% | -13.1% | +30.3% | +18.1% |
| YTD | +154.1% | -4.8% | +159.0% | +154.7% |
| 1Y | +375.7% | +20.6% | +355.1% | +367.5% |
| 3Y | +474.0% | +4.9% | +469.1% | +498.4% |
| All | +474.0% | +4.6% | +469.4% | +498.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling