+136.2%
KORU vs DRI
+68.2%
+68.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +11.1% | +1.1% | +10.1% | +10.8% |
| 30D | -40.6% | +9.7% | -50.3% | -42.5% |
| 3M | -63.9% | +3.2% | -67.1% | -64.3% |
| 6M | -82.8% | +20.6% | -103.4% | -84.3% |
| YTD | -15.4% | +28.3% | -43.6% | -26.0% |
| 1Y | -3.3% | +34.5% | -37.8% | -17.7% |
| 3Y | +136.2% | +66.5% | +69.6% | +72.1% |
| All | +136.2% | +68.2% | +68.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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