+426.7%
KORU vs TECK
+64.4%
+362.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.3% | -6.2% | -4.2% |
| 7D | +2.3% | -4.2% | +6.6% | +8.6% |
| 30D | +20.0% | -0.4% | +20.4% | +21.2% |
| 3M | -32.7% | +10.1% | -42.9% | -33.7% |
| 6M | +13.3% | +26.0% | -12.7% | +12.8% |
| YTD | +133.2% | +38.0% | +95.2% | +120.8% |
| 1Y | +357.3% | +63.8% | +293.5% | +276.7% |
| All | +426.7% | +64.4% | +362.3% | +337.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling