+502.1%
KORU vs TER
+284.0%
+218.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | -2.0% |
| 7D | +20.1% | +12.4% | +7.7% | +5.4% |
| 30D | +47.5% | +5.1% | +42.3% | +43.1% |
| 3M | -30.1% | +4.0% | -34.0% | -18.6% |
| 6M | +20.1% | +29.5% | -9.4% | +28.9% |
| YTD | +166.6% | +98.5% | +68.1% | +115.1% |
| 1Y | +458.9% | +234.1% | +224.9% | +208.8% |
| All | +502.1% | +284.0% | +218.1% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling