+482.2%
KORU vs TCOM
-42.5%
+524.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +13.7% |
| 7D | +13.0% | -9.5% | +22.5% | +16.6% |
| 30D | +27.3% | -10.7% | +38.0% | +31.6% |
| 3M | -55.3% | -14.6% | -40.7% | -52.1% |
| 6M | +11.6% | -19.3% | +30.9% | +26.4% |
| YTD | +158.5% | -42.9% | +201.5% | +218.7% |
| 1Y | +482.2% | -43.8% | +525.9% | +613.2% |
| All | +482.2% | -42.5% | +524.6% | +613.2% |
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