+56.9%
KORU vs DLR
+43.3%
+13.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.2% | +7.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.4% |
| 30D | +13.5% | -4.3% | +17.8% | +20.1% |
| 3M | -45.2% | +3.8% | -49.0% | -47.7% |
| 6M | +17.1% | +5.8% | +11.3% | +14.1% |
| YTD | +154.1% | +23.5% | +130.6% | +113.9% |
| 1Y | +375.7% | +11.1% | +364.6% | +345.4% |
| 3Y | +474.0% | +57.9% | +416.1% | +292.4% |
| All | +56.9% | +43.3% | +13.6% | +10.2% |
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 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