+56.9%
KORU vs TDG
+126.1%
-69.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +7.8% |
| 7D | -1.7% | -1.9% | +0.2% | +0.2% |
| 30D | +13.5% | -7.7% | +21.2% | +22.5% |
| 3M | -45.2% | -9.3% | -35.9% | -39.7% |
| 6M | +17.1% | -9.4% | +26.5% | +31.7% |
| YTD | +154.1% | -14.3% | +168.4% | +196.7% |
| 1Y | +375.7% | -11.8% | +387.5% | +430.5% |
| 3Y | +474.0% | +52.0% | +422.0% | +207.7% |
| All | +56.9% | +126.1% | -69.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling