+82.9%
KORU vs TDG
+547.7%
-464.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +7.9% |
| 7D | -1.7% | -1.9% | +0.2% | 0.0% |
| 30D | +13.5% | -7.7% | +21.2% | +21.8% |
| 3M | -45.2% | -9.3% | -35.9% | -40.2% |
| 6M | +17.1% | -9.4% | +26.5% | +31.2% |
| YTD | +154.1% | -14.3% | +168.4% | +195.9% |
| 1Y | +375.7% | -11.8% | +387.5% | +431.3% |
| 3Y | +474.0% | +52.0% | +422.0% | +263.9% |
| 5Y | +60.4% | +128.8% | -68.4% | -28.1% |
| All | +82.9% | +547.7% | -464.7% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling