-66.4%
KORU vs JD
+44.3%
-110.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.1% |
| 7D | +24.3% | -4.0% | +28.4% | +27.1% |
| 30D | -44.8% | +2.7% | -47.5% | -46.8% |
| 3M | -60.0% | -13.0% | -47.0% | -57.8% |
| 6M | -78.7% | -12.7% | -66.0% | -77.9% |
| YTD | -10.6% | -0.8% | -9.7% | -13.3% |
| 1Y | -3.8% | -8.9% | +5.1% | -1.7% |
| 3Y | +142.0% | +17.0% | +124.9% | +94.6% |
| 5Y | -33.1% | -63.5% | +30.4% | +1.3% |
| 10Y | -18.5% | +30.5% | -49.0% | -41.6% |
| All | -66.4% | +44.3% | -110.6% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling