-16.2%
KORU vs KDP
+238.8%
-255.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -1.5% |
| 7D | +24.3% | -4.0% | +28.3% | +26.8% |
| 30D | -44.8% | +8.5% | -53.3% | -47.7% |
| 3M | -60.0% | +20.7% | -80.7% | -64.5% |
| 6M | -78.7% | +23.2% | -101.8% | -81.9% |
| YTD | -10.6% | +30.5% | -41.0% | -26.4% |
| 1Y | -3.8% | +35.9% | -39.7% | -22.6% |
| 3Y | +142.0% | +24.8% | +117.1% | +97.5% |
| 5Y | -33.1% | +13.4% | -46.5% | -41.3% |
| All | -16.2% | +238.8% | -255.0% | -44.7% |
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