-52.9%
KORU vs KDP
+612.6%
-665.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.8% | +16.7% | +17.6% |
| 7D | -18.1% | +4.0% | -22.1% | -19.7% |
| 30D | -45.7% | +16.8% | -62.5% | -50.6% |
| 3M | -51.6% | +32.0% | -83.6% | -59.2% |
| 6M | -82.6% | +35.2% | -117.8% | -86.1% |
| YTD | -5.9% | +40.9% | -46.8% | -26.2% |
| 1Y | +3.3% | +47.7% | -44.4% | -21.3% |
| 3Y | +154.5% | +34.8% | +119.7% | +97.9% |
| 5Y | -26.6% | +22.6% | -49.2% | -38.7% |
| 10Y | -14.3% | +266.4% | -280.7% | -59.6% |
| All | -52.9% | +612.6% | -665.5% | -87.3% |
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