+82.9%
KORU vs TER
+1,891.7%
-1,808.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.6% | +6.4% | +6.2% |
| 7D | -1.7% | +6.4% | -8.1% | -7.6% |
| 30D | +13.5% | -5.7% | +19.2% | +23.7% |
| 3M | -45.2% | -0.4% | -44.8% | -34.5% |
| 6M | +17.1% | +25.8% | -8.7% | +27.8% |
| YTD | +154.1% | +96.4% | +57.7% | +90.3% |
| 1Y | +375.7% | +229.2% | +146.4% | +117.7% |
| 3Y | +474.0% | +288.1% | +185.9% | +99.9% |
| 5Y | +60.4% | +219.9% | -159.5% | -34.2% |
| All | +82.9% | +1,891.7% | -1,808.8% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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