+526.3%
KORU vs TEM
+60.7%
+465.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +24.3% | +3.2% | +21.1% | +23.0% |
| 30D | +37.3% | +23.5% | +13.8% | +27.6% |
| 3M | -32.8% | +32.3% | -65.1% | -38.2% |
| 6M | +36.9% | +23.0% | +13.9% | +31.9% |
| YTD | +162.6% | +8.9% | +153.7% | +158.6% |
| 1Y | +467.0% | -19.9% | +486.9% | +493.6% |
| All | +526.3% | +60.7% | +465.6% | +473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling