+82.9%
KORU vs DLR
+177.5%
-94.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.2% | +7.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.5% |
| 30D | +13.5% | -4.3% | +17.8% | +19.5% |
| 3M | -45.2% | +3.8% | -49.0% | -47.5% |
| 6M | +17.1% | +5.8% | +11.3% | +14.3% |
| YTD | +154.1% | +23.5% | +130.6% | +116.1% |
| 1Y | +375.7% | +11.1% | +364.6% | +347.6% |
| 3Y | +474.0% | +57.9% | +416.1% | +299.3% |
| 5Y | +60.4% | +44.0% | +16.4% | +20.6% |
| All | +82.9% | +177.5% | -94.5% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling