-26.6%
KORU vs KDP
+21.7%
-48.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.8% | +16.7% | +18.0% |
| 7D | -18.1% | +4.0% | -22.1% | -19.0% |
| 30D | -45.7% | +16.8% | -62.5% | -48.7% |
| 3M | -51.6% | +32.0% | -83.6% | -56.8% |
| 6M | -82.6% | +35.2% | -117.8% | -85.4% |
| YTD | -5.9% | +40.9% | -46.8% | -22.2% |
| 1Y | +3.3% | +47.7% | -44.4% | -16.8% |
| 3Y | +154.5% | +34.8% | +119.7% | +102.8% |
| 5Y | -26.6% | +22.6% | -49.2% | -36.8% |
| All | -26.6% | +21.7% | -48.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling