+47.2%
KORU vs DG
-39.4%
+86.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.3% | -12.3% |
| 7D | +2.3% | -6.3% | +8.6% | +3.4% |
| 30D | +20.0% | +2.4% | +17.6% | +19.3% |
| 3M | -32.7% | +12.4% | -45.1% | -35.5% |
| 6M | +13.3% | -14.9% | +28.3% | +15.4% |
| YTD | +133.2% | -6.1% | +139.3% | +134.3% |
| 1Y | +357.3% | +17.9% | +339.4% | +341.8% |
| 3Y | +452.7% | +3.1% | +449.5% | +433.7% |
| 5Y | +47.2% | -38.7% | +85.9% | +58.4% |
| All | +47.2% | -39.4% | +86.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling