+22.5%
KORU vs DLR
+11.0%
+11.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.8% | -9.7% |
| 7D | -24.3% | +2.8% | -27.2% | -28.1% |
| 30D | -54.2% | +2.8% | -57.0% | -56.2% |
| 3M | -45.4% | -4.0% | -41.5% | -39.3% |
| 6M | -66.5% | -5.6% | -60.8% | -58.8% |
| YTD | +14.9% | +21.9% | -7.1% | -1.0% |
| 1Y | +22.5% | +13.0% | +9.5% | +8.6% |
| All | +22.5% | +11.0% | +11.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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