-36.9%
KORU vs DLR
+35.0%
-71.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -3.2% |
| 7D | +11.1% | +3.3% | +7.8% | +7.2% |
| 30D | -40.6% | +4.6% | -45.2% | -41.5% |
| 3M | -63.9% | -8.3% | -55.6% | -57.7% |
| 6M | -82.8% | -5.6% | -77.2% | -80.6% |
| YTD | -15.4% | +18.7% | -34.1% | -21.7% |
| 1Y | -3.3% | +17.1% | -20.4% | -9.0% |
| 3Y | +136.2% | +54.4% | +81.8% | +73.3% |
| All | -36.9% | +35.0% | -71.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling