+136.2%
KORU vs DLR
+54.1%
+82.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -2.8% |
| 7D | +11.1% | +3.3% | +7.8% | +6.5% |
| 30D | -40.6% | +4.6% | -45.2% | -41.7% |
| 3M | -63.9% | -8.3% | -55.6% | -56.8% |
| 6M | -82.8% | -5.6% | -77.2% | -80.2% |
| YTD | -15.4% | +18.7% | -34.1% | -21.7% |
| 1Y | -3.3% | +17.1% | -20.4% | -8.9% |
| 3Y | +136.2% | +54.4% | +81.8% | +68.2% |
| All | +136.2% | +54.1% | +82.1% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling