+474.0%
KORU vs DLTR
+1.4%
+472.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.1% |
| 7D | -1.7% | -10.1% | +8.4% | +1.7% |
| 30D | +13.5% | -8.1% | +21.7% | +15.8% |
| 3M | -45.2% | +2.9% | -48.1% | -47.5% |
| 6M | +17.1% | +4.3% | +12.8% | +11.5% |
| YTD | +154.1% | -3.9% | +158.1% | +150.1% |
| 1Y | +375.7% | +18.9% | +356.8% | +334.9% |
| 3Y | +474.0% | +1.9% | +472.1% | +394.9% |
| All | +474.0% | +1.4% | +472.6% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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