+82.9%
KORU vs TFC
+98.7%
-15.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.8% | +8.9% |
| 7D | -1.7% | -2.4% | +0.7% | +0.3% |
| 30D | +13.5% | -3.4% | +16.9% | +16.4% |
| 3M | -45.2% | +0.4% | -45.6% | -47.7% |
| 6M | +17.1% | +12.7% | +4.5% | +1.0% |
| YTD | +154.1% | +5.6% | +148.6% | +131.9% |
| 1Y | +375.7% | +16.0% | +359.6% | +293.6% |
| 3Y | +474.0% | +94.0% | +380.0% | +188.3% |
| 5Y | +60.4% | +16.2% | +44.3% | +30.5% |
| All | +82.9% | +98.7% | -15.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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