+482.2%
KORU vs TEVA
+93.8%
+388.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.7% | +14.1% | +13.9% |
| 7D | +13.0% | -0.2% | +13.2% | +13.0% |
| 30D | +27.3% | +4.7% | +22.6% | +23.7% |
| 3M | -55.3% | +5.6% | -60.9% | -56.9% |
| 6M | +11.6% | +10.5% | +1.1% | +2.1% |
| YTD | +158.5% | +16.5% | +142.0% | +136.6% |
| 1Y | +482.2% | +96.8% | +385.4% | +362.1% |
| All | +482.2% | +93.8% | +388.3% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling