+82.9%
KORU vs DPZ
+141.0%
-58.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.8% | +9.6% |
| 7D | -1.7% | -8.6% | +6.9% | +1.2% |
| 30D | +13.5% | -11.9% | +25.4% | +17.8% |
| 3M | -45.2% | +0.4% | -45.6% | -47.0% |
| 6M | +17.1% | -19.9% | +37.0% | +22.6% |
| YTD | +154.1% | -24.4% | +178.5% | +171.6% |
| 1Y | +375.7% | -30.4% | +406.1% | +423.5% |
| 3Y | +474.0% | -17.4% | +491.4% | +478.5% |
| 5Y | +60.4% | -34.6% | +95.0% | +73.3% |
| All | +82.9% | +141.0% | -58.1% | -11.0% |
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