+82.9%
KORU vs DTE
+137.8%
-54.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +10.2% |
| 7D | -1.7% | -2.6% | +0.9% | +0.8% |
| 30D | +13.5% | -4.4% | +17.9% | +18.4% |
| 3M | -45.2% | -8.3% | -36.9% | -41.8% |
| 6M | +17.1% | -8.1% | +25.2% | +20.3% |
| YTD | +154.1% | +4.4% | +149.7% | +129.6% |
| 1Y | +375.7% | +0.2% | +375.5% | +345.4% |
| 3Y | +474.0% | +42.6% | +431.4% | +256.3% |
| 5Y | +60.4% | +31.5% | +28.9% | +6.6% |
| All | +82.9% | +137.8% | -54.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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