+16.6%
KORU vs DTE
+259.9%
-243.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.3% | -11.4% |
| 7D | +2.3% | -2.0% | +4.3% | +4.3% |
| 30D | +20.0% | -2.4% | +22.4% | +22.9% |
| 3M | -32.7% | -7.3% | -25.4% | -29.4% |
| 6M | +13.3% | -7.6% | +21.0% | +16.0% |
| YTD | +133.2% | +5.8% | +127.4% | +109.7% |
| 1Y | +357.3% | +2.3% | +354.9% | +322.1% |
| 3Y | +452.7% | +45.0% | +407.6% | +248.5% |
| 5Y | +47.2% | +33.2% | +14.0% | -0.3% |
| 10Y | +67.6% | +141.4% | -73.8% | -34.0% |
| All | +16.6% | +259.9% | -243.3% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling