-26.6%
KORU vs JD
-61.0%
+34.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.6% | +20.1% | +19.3% |
| 7D | -18.1% | +0.4% | -18.6% | -19.4% |
| 30D | -45.7% | +4.2% | -50.0% | -47.9% |
| 3M | -51.6% | -12.8% | -38.8% | -49.2% |
| 6M | -82.6% | -8.8% | -73.8% | -82.6% |
| YTD | -5.9% | +0.5% | -6.4% | -9.1% |
| 1Y | +3.3% | -8.8% | +12.0% | +5.3% |
| 3Y | +154.5% | +18.6% | +135.9% | +109.9% |
| 5Y | -26.6% | -62.2% | +35.7% | -0.9% |
| All | -26.6% | -61.0% | +34.4% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling