+67.9%
KORU vs KDP
+173.3%
-105.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.9% | -10.6% | -11.5% |
| 7D | +2.3% | -4.3% | +6.6% | +4.8% |
| 30D | +20.0% | +7.8% | +12.2% | +14.6% |
| 3M | -32.7% | -0.1% | -32.7% | -34.7% |
| 6M | +13.3% | +14.0% | -0.7% | +0.7% |
| YTD | +133.2% | +15.1% | +118.1% | +107.3% |
| 1Y | +357.3% | +18.5% | +338.8% | +296.2% |
| 3Y | +452.7% | +2.9% | +449.8% | +407.6% |
| 5Y | +47.2% | +3.0% | +44.2% | +36.6% |
| All | +67.9% | +173.3% | -105.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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