+22.5%
KORU vs DT
-5.1%
+27.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.4% |
| 7D | -24.3% | -25.5% | +1.2% | -29.4% |
| 30D | -54.2% | -22.3% | -31.9% | -56.6% |
| 3M | -45.4% | +2.3% | -47.8% | -42.8% |
| 6M | -66.5% | +20.7% | -87.2% | -62.3% |
| YTD | +14.9% | +7.9% | +7.0% | +29.5% |
| 1Y | +22.5% | -5.7% | +28.3% | +39.3% |
| All | +22.5% | -5.1% | +27.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling