+192.0%
KORU vs DT
+97.2%
+94.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +3.3% |
| 7D | +24.3% | -4.9% | +29.2% | +27.4% |
| 30D | +37.3% | +2.7% | +34.6% | +33.5% |
| 3M | -32.8% | +20.0% | -52.8% | -42.0% |
| 6M | +36.9% | +28.0% | +8.9% | +10.3% |
| YTD | +162.6% | +16.0% | +146.6% | +119.2% |
| 1Y | +467.0% | +0.7% | +466.3% | +415.4% |
| 3Y | +522.4% | +6.2% | +516.2% | +440.3% |
| 5Y | +57.9% | -28.1% | +86.0% | +64.5% |
| All | +192.0% | +97.2% | +94.8% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling