-57.7%
KORU vs DLR
+329.3%
-387.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -3.6% |
| 7D | +11.1% | +3.3% | +7.8% | +8.0% |
| 30D | -40.6% | +4.6% | -45.2% | -41.3% |
| 3M | -63.9% | -8.3% | -55.6% | -58.8% |
| 6M | -82.8% | -5.6% | -77.2% | -81.0% |
| YTD | -15.4% | +18.7% | -34.1% | -20.8% |
| 1Y | -3.3% | +17.1% | -20.4% | -8.1% |
| 3Y | +136.2% | +54.4% | +81.8% | +82.3% |
| 5Y | -36.7% | +36.5% | -73.2% | -46.0% |
| 10Y | -22.9% | +187.7% | -210.6% | -61.4% |
| All | -57.7% | +329.3% | -387.0% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling