+29.3%
KORU vs TAP
+14.0%
+15.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.2% | +13.6% | +13.5% |
| 7D | +13.0% | -2.3% | +15.3% | +14.5% |
| 30D | +27.3% | -2.1% | +29.4% | +27.8% |
| 3M | -55.3% | +6.6% | -61.9% | -59.7% |
| 6M | +11.6% | -11.5% | +23.1% | +12.3% |
| YTD | +158.5% | -10.3% | +168.8% | +155.4% |
| 1Y | +482.2% | -14.4% | +496.5% | +484.1% |
| 3Y | +471.9% | -28.3% | +500.2% | +527.1% |
| 5Y | +41.1% | +1.7% | +39.4% | +14.4% |
| 10Y | +80.2% | -49.2% | +129.4% | +130.7% |
| All | +29.3% | +14.0% | +15.3% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling