+493.2%
KORU vs TAP
-32.4%
+525.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +0.5% |
| 7D | +24.3% | -2.3% | +26.6% | +23.6% |
| 30D | +37.3% | -9.4% | +46.7% | +34.3% |
| 3M | -32.8% | -0.8% | -32.0% | -32.9% |
| 6M | +36.9% | -14.7% | +51.7% | +39.4% |
| YTD | +162.6% | -13.9% | +176.6% | +166.3% |
| 1Y | +467.0% | -18.6% | +485.7% | +485.7% |
| All | +493.2% | -32.4% | +525.6% | +520.3% |
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