+82.9%
KORU vs TEVA
-22.9%
+105.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +6.9% | +8.0% |
| 7D | -1.7% | +2.0% | -3.7% | -2.5% |
| 30D | +13.5% | +1.0% | +12.6% | +13.2% |
| 3M | -45.2% | +7.3% | -52.5% | -47.9% |
| 6M | +17.1% | +21.7% | -4.6% | +6.1% |
| YTD | +154.1% | +18.8% | +135.3% | +135.5% |
| 1Y | +375.7% | +86.5% | +289.2% | +254.9% |
| 3Y | +474.0% | +269.4% | +204.6% | +192.0% |
| 5Y | +60.4% | +303.6% | -243.2% | -24.3% |
| All | +82.9% | -22.9% | +105.8% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling