-2.9%
KORU vs JD
+48.3%
-51.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.9% | +11.6% | +12.3% |
| 7D | +13.0% | -1.7% | +14.7% | +14.3% |
| 30D | +27.3% | -13.2% | +40.4% | +37.2% |
| 3M | -55.3% | -3.2% | -52.1% | -55.5% |
| 6M | +11.6% | +15.2% | -3.6% | +0.5% |
| YTD | +158.5% | +2.0% | +156.6% | +152.5% |
| 1Y | +482.2% | -5.4% | +487.5% | +496.9% |
| 3Y | +471.9% | -9.1% | +481.0% | +452.8% |
| 5Y | +41.1% | -59.6% | +100.8% | +103.5% |
| 10Y | +80.2% | +26.2% | +53.9% | +33.7% |
| All | -2.9% | +48.3% | -51.2% | -27.3% |
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