+31.4%
KORU vs TCOM
+280.7%
-249.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | +24.3% | -7.6% | +31.9% | +29.5% |
| 30D | +37.3% | -12.2% | +49.6% | +46.9% |
| 3M | -32.8% | -14.2% | -18.6% | -29.1% |
| 6M | +36.9% | -25.0% | +61.9% | +58.4% |
| YTD | +162.6% | -43.7% | +206.3% | +248.1% |
| 1Y | +467.0% | -44.5% | +511.6% | +662.4% |
| 3Y | +522.4% | +13.4% | +508.9% | +421.5% |
| 5Y | +57.9% | +26.5% | +31.4% | +14.9% |
| 10Y | +70.8% | -10.3% | +81.0% | +46.8% |
| All | +31.4% | +280.7% | -249.3% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling