+16.6%
KORU vs DVA
+188.4%
-171.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -12.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.5% |
| 30D | +20.0% | +1.7% | +18.3% | +18.8% |
| 3M | -32.7% | -8.7% | -24.1% | -31.7% |
| 6M | +13.3% | +19.7% | -6.3% | -2.3% |
| YTD | +133.2% | +59.6% | +73.6% | +69.6% |
| 1Y | +357.3% | +37.1% | +320.2% | +258.8% |
| 3Y | +452.7% | +89.8% | +362.9% | +231.4% |
| 5Y | +47.2% | +47.4% | -0.2% | -2.5% |
| 10Y | +67.6% | +184.9% | -117.3% | -31.2% |
| All | +16.6% | +188.4% | -171.7% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling