+474.0%
KORU vs TEL
+71.6%
+402.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +3.3% |
| 7D | -1.7% | +1.6% | -3.3% | -4.0% |
| 30D | +13.5% | -0.7% | +14.2% | +16.0% |
| 3M | -45.2% | +2.4% | -47.6% | -44.0% |
| 6M | +17.1% | +4.1% | +13.0% | +19.5% |
| YTD | +154.1% | -5.8% | +160.0% | +202.1% |
| 1Y | +375.7% | +0.9% | +374.8% | +424.0% |
| 3Y | +474.0% | +72.6% | +401.4% | +183.3% |
| All | +474.0% | +71.6% | +402.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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