+29.3%
KORU vs KDP
+502.8%
-473.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +13.9% |
| 7D | +13.0% | +1.3% | +11.7% | +12.2% |
| 30D | +27.3% | +6.0% | +21.3% | +22.6% |
| 3M | -55.3% | +9.2% | -64.5% | -59.1% |
| 6M | +11.6% | +14.7% | -3.1% | -0.7% |
| YTD | +158.5% | +19.2% | +139.4% | +125.1% |
| 1Y | +482.2% | +15.2% | +467.0% | +413.1% |
| 3Y | +471.9% | +6.0% | +465.9% | +416.7% |
| 5Y | +41.1% | +5.4% | +35.7% | +29.1% |
| 10Y | +80.2% | +171.9% | -91.7% | +3.7% |
| All | +29.3% | +502.8% | -473.5% | -61.1% |
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