+506.1%
KORU vs TEM
+47.5%
+458.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.8% |
| 7D | -1.7% | -8.7% | +7.0% | +1.3% |
| 30D | +13.5% | +8.1% | +5.5% | +10.6% |
| 3M | -45.2% | +19.0% | -64.2% | -47.8% |
| 6M | +17.1% | +12.0% | +5.1% | +16.3% |
| YTD | +154.1% | -0.1% | +154.2% | +157.6% |
| 1Y | +375.7% | -33.5% | +409.2% | +422.4% |
| All | +506.1% | +47.5% | +458.6% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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