+474.0%
KORU vs TENB
-34.6%
+508.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.0% | +15.0% | +10.9% |
| 7D | -1.7% | -12.1% | +10.4% | +2.4% |
| 30D | +13.5% | -18.6% | +32.2% | +20.0% |
| 3M | -45.2% | +12.1% | -57.3% | -48.8% |
| 6M | +17.1% | +46.8% | -29.7% | +1.1% |
| YTD | +154.1% | +28.0% | +126.2% | +126.6% |
| 1Y | +375.7% | -1.4% | +377.1% | +381.6% |
| 3Y | +474.0% | -33.9% | +508.0% | +591.2% |
| All | +474.0% | -34.6% | +508.6% | +591.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling