+33.3%
KORU vs TECK
+205.6%
-172.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +3.1% |
| 7D | +20.1% | +4.9% | +15.2% | +16.2% |
| 30D | +47.5% | +5.2% | +42.3% | +42.7% |
| 3M | -30.1% | +13.8% | -43.9% | -31.4% |
| 6M | +20.1% | +38.5% | -18.4% | +14.0% |
| YTD | +166.6% | +47.3% | +119.2% | +149.0% |
| 1Y | +458.9% | +81.0% | +377.9% | +362.4% |
| 3Y | +531.8% | +79.9% | +451.9% | +425.0% |
| 5Y | +67.7% | +207.9% | -140.2% | -0.1% |
| 10Y | +91.6% | +389.5% | -297.9% | -15.4% |
| All | +33.3% | +205.6% | -172.3% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling