+82.9%
KORU vs TECK
+377.7%
-294.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.3% |
| 7D | -1.7% | -3.8% | +2.1% | +2.0% |
| 30D | +13.5% | +0.7% | +12.8% | +13.6% |
| 3M | -45.2% | +4.6% | -49.8% | -43.2% |
| 6M | +17.1% | +25.1% | -8.0% | +19.1% |
| YTD | +154.1% | +39.2% | +115.0% | +144.1% |
| 1Y | +375.7% | +60.3% | +315.3% | +312.0% |
| 3Y | +474.0% | +62.9% | +411.1% | +383.8% |
| 5Y | +60.4% | +181.5% | -121.1% | -14.4% |
| All | +82.9% | +377.7% | -294.8% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling