-57.7%
KORU vs KDP
+577.0%
-634.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.7% |
| 7D | +11.1% | -0.8% | +11.9% | +11.6% |
| 30D | -40.6% | +9.7% | -50.3% | -44.2% |
| 3M | -63.9% | +17.6% | -81.5% | -67.7% |
| 6M | -82.8% | +25.8% | -108.6% | -85.7% |
| YTD | -15.4% | +33.9% | -49.3% | -32.0% |
| 1Y | -3.3% | +38.9% | -42.1% | -24.0% |
| 3Y | +136.2% | +26.8% | +109.4% | +89.4% |
| 5Y | -36.7% | +16.3% | -53.1% | -45.8% |
| 10Y | -22.9% | +248.1% | -271.0% | -62.8% |
| All | -57.7% | +577.0% | -634.7% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling