+31.4%
KORU vs DG
+198.8%
-167.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +3.0% |
| 7D | +24.3% | -2.5% | +26.8% | +25.4% |
| 30D | +37.3% | +1.0% | +36.3% | +36.3% |
| 3M | -32.8% | +20.3% | -53.1% | -39.0% |
| 6M | +36.9% | -11.7% | +48.7% | +40.4% |
| YTD | +162.6% | -2.3% | +164.9% | +160.9% |
| 1Y | +467.0% | +20.0% | +447.0% | +417.3% |
| 3Y | +522.4% | +7.2% | +515.1% | +447.6% |
| 5Y | +57.9% | -37.9% | +95.8% | +75.2% |
| 10Y | +70.8% | +107.3% | -36.5% | +18.5% |
| All | +31.4% | +198.8% | -167.5% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling