+16.6%
KORU vs DVN
+37.4%
-20.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.1% | -14.6% | -13.6% |
| 7D | +2.3% | +2.5% | -0.2% | +0.8% |
| 30D | +20.0% | +10.2% | +9.8% | +13.7% |
| 3M | -32.7% | +8.1% | -40.8% | -37.7% |
| 6M | +13.3% | +15.9% | -2.6% | -2.6% |
| YTD | +133.2% | +38.2% | +95.0% | +81.2% |
| 1Y | +357.3% | +44.5% | +312.8% | +243.1% |
| 3Y | +452.7% | +5.1% | +447.5% | +380.8% |
| 5Y | +47.2% | +124.3% | -77.1% | -19.7% |
| 10Y | +67.6% | +65.9% | +1.7% | -19.0% |
| All | +16.6% | +37.4% | -20.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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