+474.0%
KORU vs DVA
+89.6%
+384.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | +13.5% | 0.0% | +13.5% | +13.4% |
| 3M | -45.2% | -10.9% | -34.3% | -44.9% |
| 6M | +17.1% | +17.3% | -0.1% | +7.0% |
| YTD | +154.1% | +59.8% | +94.3% | +114.0% |
| 1Y | +375.7% | +36.3% | +339.4% | +316.0% |
| 3Y | +474.0% | +88.6% | +385.4% | +375.3% |
| All | +474.0% | +89.6% | +384.4% | +375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling