+31.4%
KORU vs DLR
+348.9%
-317.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.0% |
| 7D | +24.3% | +3.4% | +20.9% | +20.7% |
| 30D | +37.3% | -2.2% | +39.5% | +41.3% |
| 3M | -32.8% | +4.7% | -37.5% | -35.9% |
| 6M | +36.9% | +9.0% | +27.9% | +30.4% |
| YTD | +162.6% | +24.1% | +138.5% | +124.8% |
| 1Y | +467.0% | +20.9% | +446.1% | +398.5% |
| 3Y | +522.4% | +60.0% | +462.3% | +342.3% |
| 5Y | +57.9% | +35.3% | +22.6% | +27.8% |
| 10Y | +70.8% | +165.8% | -95.0% | -15.3% |
| All | +31.4% | +348.9% | -317.5% | -53.2% |
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 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