-22.0%
KORU vs RDW
-2.0%
-20.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | -1.2% | -18.3% | -19.1% |
| 7D | -20.9% | -0.4% | -20.5% | -20.9% |
| 30D | -14.0% | -22.8% | +8.7% | -6.5% |
| 3M | -55.0% | -30.6% | -24.4% | -48.6% |
| 6M | +17.4% | +9.4% | +8.1% | +19.9% |
| YTD | +104.6% | +38.0% | +66.5% | +96.2% |
| 1Y | +271.7% | +20.7% | +251.0% | +258.3% |
| 3Y | +362.6% | +154.6% | +208.0% | +222.6% |
| 5Y | +25.7% | -1.7% | +27.4% | -5.0% |
| All | -22.0% | -2.0% | -20.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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