+474.0%
KORU vs DKS
+29.1%
+444.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +8.4% |
| 7D | -1.7% | -3.0% | +1.3% | -0.6% |
| 30D | +13.5% | -33.4% | +46.9% | +30.6% |
| 3M | -45.2% | -39.4% | -5.8% | -35.0% |
| 6M | +17.1% | -30.1% | +47.2% | +30.2% |
| YTD | +154.1% | -31.0% | +185.1% | +184.4% |
| 1Y | +375.7% | -40.2% | +415.8% | +472.6% |
| 3Y | +474.0% | +30.9% | +443.1% | +255.7% |
| All | +474.0% | +29.1% | +444.9% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling