-36.9%
KORU vs DT
-37.8%
+0.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +11.1% | +3.1% | +8.0% | +9.6% |
| 30D | -40.6% | -29.5% | -11.1% | -28.5% |
| 3M | -63.9% | -11.7% | -52.2% | -61.9% |
| 6M | -82.8% | +29.0% | -111.8% | -85.8% |
| YTD | -15.4% | +3.4% | -18.8% | -23.7% |
| 1Y | -3.3% | -4.2% | +1.0% | -8.2% |
| 3Y | +136.2% | -12.8% | +149.0% | +133.5% |
| All | -36.9% | -37.8% | +0.9% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling