+82.9%
KORU vs DKS
+203.5%
-120.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +8.3% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | +13.5% | -33.4% | +46.9% | +31.3% |
| 3M | -45.2% | -39.4% | -5.8% | -34.8% |
| 6M | +17.1% | -30.1% | +47.2% | +31.6% |
| YTD | +154.1% | -31.0% | +185.1% | +187.5% |
| 1Y | +375.7% | -40.2% | +415.8% | +476.5% |
| 3Y | +474.0% | +30.9% | +443.1% | +350.0% |
| 5Y | +60.4% | +14.0% | +46.4% | +24.6% |
| All | +82.9% | +203.5% | -120.5% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling