+34.8%
KORU vs TENB
-9.4%
+44.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.0% | +15.0% | +12.0% |
| 7D | -1.7% | -12.1% | +10.4% | +4.8% |
| 30D | +13.5% | -18.6% | +32.2% | +23.4% |
| 3M | -45.2% | +12.1% | -57.3% | -50.9% |
| 6M | +17.1% | +46.8% | -29.7% | -9.6% |
| YTD | +154.1% | +28.0% | +126.2% | +104.9% |
| 1Y | +375.7% | -1.4% | +377.1% | +343.6% |
| 3Y | +474.0% | -33.9% | +508.0% | +543.1% |
| 5Y | +60.4% | -34.6% | +95.0% | +67.5% |
| All | +34.8% | -9.4% | +44.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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