+56.9%
KORU vs TCOM
+29.4%
+27.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.5% |
| 7D | -1.7% | -4.9% | +3.2% | +0.9% |
| 30D | +13.5% | -14.4% | +27.9% | +22.9% |
| 3M | -45.2% | -17.7% | -27.5% | -40.8% |
| 6M | +17.1% | -25.1% | +42.2% | +35.0% |
| YTD | +154.1% | -45.7% | +199.9% | +239.9% |
| 1Y | +375.7% | -47.9% | +423.5% | +553.5% |
| 3Y | +474.0% | +8.9% | +465.1% | +388.0% |
| All | +56.9% | +29.4% | +27.5% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling