+182.6%
KORU vs DT
+100.3%
+82.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.4% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +13.5% | +3.0% | +10.5% | +10.3% |
| 3M | -45.2% | +26.5% | -71.7% | -54.3% |
| 6M | +17.1% | +35.9% | -18.8% | -9.2% |
| YTD | +154.1% | +17.8% | +136.3% | +109.9% |
| 1Y | +375.7% | +4.1% | +371.6% | +324.7% |
| 3Y | +474.0% | +5.3% | +468.7% | +400.7% |
| 5Y | +60.4% | -27.2% | +87.6% | +65.7% |
| All | +182.6% | +100.3% | +82.3% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling