-57.7%
KORU vs DRI
+689.1%
-746.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +11.1% | +1.1% | +10.1% | +10.5% |
| 30D | -40.6% | +9.7% | -50.3% | -44.8% |
| 3M | -63.9% | +3.2% | -67.1% | -65.4% |
| 6M | -82.8% | +20.6% | -103.4% | -85.7% |
| YTD | -15.4% | +28.3% | -43.6% | -33.4% |
| 1Y | -3.3% | +34.5% | -37.8% | -26.8% |
| 3Y | +136.2% | +66.5% | +69.6% | +46.2% |
| 5Y | -36.7% | +79.6% | -116.4% | -61.9% |
| 10Y | -22.9% | +333.8% | -356.7% | -75.9% |
| All | -57.7% | +689.1% | -746.8% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling