+82.9%
KORU vs DHR
+209.4%
-126.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.2% |
| 7D | -1.7% | -3.6% | +1.9% | +2.6% |
| 30D | +13.5% | -2.7% | +16.3% | +18.2% |
| 3M | -45.2% | +10.9% | -56.1% | -54.4% |
| 6M | +17.1% | +3.0% | +14.1% | +6.8% |
| YTD | +154.1% | -12.2% | +166.3% | +180.4% |
| 1Y | +375.7% | +3.3% | +372.4% | +319.8% |
| 3Y | +474.0% | -8.2% | +482.2% | +456.7% |
| 5Y | +60.4% | -29.9% | +90.3% | +121.7% |
| All | +82.9% | +209.4% | -126.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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