+149.7%
KORU vs TAP
-24.6%
+174.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -5.1% |
| 7D | +24.3% | -6.3% | +30.7% | +21.2% |
| 30D | -44.8% | +2.7% | -47.5% | -43.6% |
| 3M | -60.0% | -3.7% | -56.3% | -59.7% |
| 6M | -78.7% | -2.0% | -76.6% | -78.1% |
| YTD | -10.6% | -12.3% | +1.8% | -7.1% |
| 1Y | -3.8% | -10.1% | +6.3% | -0.7% |
| All | +149.7% | -24.6% | +174.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling