-20.7%
KORU vs JD
+31.5%
-52.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.4% |
| 7D | +11.1% | -4.1% | +15.3% | +13.7% |
| 30D | -40.6% | +4.6% | -45.2% | -43.5% |
| 3M | -63.9% | -4.7% | -59.1% | -63.8% |
| 6M | -82.8% | -17.4% | -65.5% | -81.6% |
| YTD | -15.4% | +0.7% | -16.1% | -19.0% |
| 1Y | -3.3% | -5.9% | +2.6% | -3.3% |
| 3Y | +136.2% | +18.9% | +117.3% | +83.2% |
| 5Y | -36.7% | -62.9% | +26.2% | -2.1% |
| All | -20.7% | +31.5% | -52.2% | -47.7% |
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