+67.7%
KORU vs TAP
-0.5%
+68.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +20.1% | -5.1% | +25.2% | +21.0% |
| 30D | +47.5% | -8.4% | +55.9% | +49.1% |
| 3M | -30.1% | -3.9% | -26.1% | -31.1% |
| 6M | +20.1% | -14.4% | +34.5% | +22.6% |
| YTD | +166.6% | -14.7% | +181.3% | +170.8% |
| 1Y | +458.9% | -18.7% | +477.6% | +477.1% |
| 3Y | +531.8% | -32.6% | +564.4% | +611.5% |
| 5Y | +67.7% | -1.4% | +69.1% | +39.9% |
| All | +67.7% | -0.5% | +68.2% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling