+482.2%
KORU vs DKS
-32.3%
+514.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.9% | +13.5% |
| 7D | +13.0% | +3.0% | +10.0% | +12.3% |
| 30D | +27.3% | -30.5% | +57.8% | +39.6% |
| 3M | -55.3% | -35.7% | -19.6% | -48.9% |
| 6M | +11.6% | -29.7% | +41.3% | +19.6% |
| YTD | +158.5% | -28.9% | +187.4% | +175.5% |
| 1Y | +482.2% | -35.9% | +518.0% | +559.0% |
| All | +482.2% | -32.3% | +514.5% | +559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling