+56.9%
KORU vs DHR
-30.1%
+87.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | -1.7% | -3.6% | +1.9% | +1.5% |
| 30D | +13.5% | -2.7% | +16.3% | +17.0% |
| 3M | -45.2% | +10.9% | -56.1% | -52.4% |
| 6M | +17.1% | +3.0% | +14.1% | +9.9% |
| YTD | +154.1% | -12.2% | +166.3% | +177.0% |
| 1Y | +375.7% | +3.3% | +372.4% | +336.5% |
| 3Y | +474.0% | -8.2% | +482.2% | +477.8% |
| All | +56.9% | -30.1% | +87.0% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling