+67.9%
KORU vs JD
+20.5%
+47.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.6% |
| 7D | +2.3% | -2.6% | +4.9% | +4.1% |
| 30D | +20.0% | -15.4% | +35.4% | +32.5% |
| 3M | -32.7% | -5.0% | -27.7% | -32.7% |
| 6M | +13.3% | +0.9% | +12.4% | +10.3% |
| YTD | +133.2% | -2.5% | +135.7% | +133.6% |
| 1Y | +357.3% | -16.0% | +373.3% | +406.4% |
| 3Y | +452.7% | -8.5% | +461.2% | +425.3% |
| 5Y | +47.2% | -61.8% | +109.0% | +124.8% |
| All | +67.9% | +20.5% | +47.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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