-3.1%
KORU vs RDW
-0.7%
-2.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.3% | +11.3% | +9.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | +13.5% | -21.3% | +34.8% | +22.5% |
| 3M | -45.2% | -37.9% | -7.3% | -35.7% |
| 6M | +17.1% | +12.3% | +4.9% | +18.6% |
| YTD | +154.1% | +39.7% | +114.4% | +142.5% |
| 1Y | +375.7% | +25.7% | +350.0% | +353.5% |
| 3Y | +474.0% | +230.8% | +243.2% | +275.0% |
| 5Y | +60.4% | -8.8% | +69.2% | +23.1% |
| All | -3.1% | -0.7% | -2.3% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling