+22.5%
KORU vs TCOM
-39.6%
+62.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.2% | -8.4% | -5.3% |
| 7D | -24.3% | +10.7% | -35.0% | -24.4% |
| 30D | -54.2% | +10.1% | -64.3% | -54.4% |
| 3M | -45.4% | -8.9% | -36.6% | -43.7% |
| 6M | -66.5% | -19.2% | -47.3% | -62.1% |
| YTD | +14.9% | -40.6% | +55.5% | +29.2% |
| 1Y | +22.5% | -39.0% | +61.6% | +32.3% |
| All | +22.5% | -39.6% | +62.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling