+474.0%
KORU vs TE
-26.8%
+500.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.8% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +13.5% | -5.9% | +19.5% | +15.6% |
| 3M | -45.2% | -45.6% | +0.4% | -34.2% |
| 6M | +17.1% | -43.4% | +60.5% | +42.0% |
| YTD | +154.1% | -31.0% | +185.1% | +196.9% |
| 1Y | +375.7% | +145.2% | +230.5% | +345.4% |
| 3Y | +474.0% | -24.1% | +498.1% | +570.6% |
| All | +474.0% | -26.8% | +500.8% | +570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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