+474.0%
KORU vs TDY
+46.9%
+427.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +6.8% |
| 7D | -1.7% | -1.1% | -0.6% | +0.2% |
| 30D | +13.5% | -12.0% | +25.6% | +42.2% |
| 3M | -45.2% | -3.2% | -42.0% | -39.0% |
| 6M | +17.1% | -7.9% | +25.0% | +52.2% |
| YTD | +154.1% | +18.2% | +135.9% | +158.9% |
| 1Y | +375.7% | +6.7% | +369.0% | +435.4% |
| 3Y | +474.0% | +47.5% | +426.5% | +349.8% |
| All | +474.0% | +46.9% | +427.1% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling