+27.1%
KORU vs DGX
+441.9%
-414.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +7.7% |
| 7D | -1.7% | -0.9% | -0.8% | -0.8% |
| 30D | +13.5% | -1.2% | +14.7% | +14.8% |
| 3M | -45.2% | +15.8% | -61.0% | -52.1% |
| 6M | +17.1% | +18.2% | -1.0% | -2.1% |
| YTD | +154.1% | +37.2% | +116.9% | +86.6% |
| 1Y | +375.7% | +30.4% | +345.3% | +259.2% |
| 3Y | +474.0% | +96.7% | +377.3% | +184.2% |
| 5Y | +60.4% | +67.2% | -6.8% | -10.2% |
| 10Y | +82.6% | +253.9% | -171.3% | -50.3% |
| All | +27.1% | +441.9% | -414.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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