+56.9%
KORU vs DT
-27.6%
+84.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.3% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +13.5% | +3.0% | +10.5% | +10.6% |
| 3M | -45.2% | +26.5% | -71.7% | -53.6% |
| 6M | +17.1% | +35.9% | -18.8% | -7.5% |
| YTD | +154.1% | +17.8% | +136.3% | +114.4% |
| 1Y | +375.7% | +4.1% | +371.6% | +335.0% |
| 3Y | +474.0% | +5.3% | +468.7% | +410.1% |
| All | +56.9% | -27.6% | +84.5% | +38.5% |
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 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