-33.1%
KORU vs TAP
-1.4%
-31.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | +24.3% | -6.3% | +30.7% | +24.7% |
| 30D | -44.8% | +2.7% | -47.5% | -45.1% |
| 3M | -60.0% | -3.7% | -56.3% | -60.0% |
| 6M | -78.7% | -2.0% | -76.6% | -79.2% |
| YTD | -10.6% | -12.3% | +1.8% | -9.6% |
| 1Y | -3.8% | -10.1% | +6.3% | -4.2% |
| 3Y | +142.0% | -25.3% | +167.2% | +156.9% |
| 5Y | -33.1% | -1.9% | -31.1% | -43.6% |
| All | -33.1% | -1.4% | -31.7% | -43.6% |
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