-20.7%
KORU vs DPZ
+140.2%
-161.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -8.0% | -6.2% |
| 7D | +11.1% | +2.2% | +8.9% | +10.4% |
| 30D | -40.6% | +15.5% | -56.1% | -43.6% |
| 3M | -63.9% | -2.0% | -61.9% | -64.2% |
| 6M | -82.8% | +12.1% | -95.0% | -84.3% |
| YTD | -15.4% | -16.6% | +1.2% | -13.4% |
| 1Y | -3.3% | -14.6% | +11.3% | -2.4% |
| 3Y | +136.2% | -4.1% | +140.3% | +123.3% |
| 5Y | -36.7% | -28.3% | -8.4% | -34.3% |
| All | -20.7% | +140.2% | -161.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling