+22.5%
KORU vs TECK
+59.3%
-36.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.6% | -14.5% |
| 7D | -24.3% | +2.3% | -26.6% | -28.7% |
| 30D | -54.2% | -5.0% | -49.2% | -48.8% |
| 3M | -45.4% | -0.3% | -45.2% | -45.8% |
| 6M | -66.5% | +13.9% | -80.3% | -65.2% |
| YTD | +14.9% | +35.2% | -20.3% | +3.9% |
| 1Y | +22.5% | +57.5% | -35.0% | -6.2% |
| All | +22.5% | +59.3% | -36.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling