+502.1%
KORU vs TFC
+91.9%
+410.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.1% |
| 7D | +20.1% | -1.3% | +21.4% | +21.1% |
| 30D | +47.5% | -2.3% | +49.8% | +49.4% |
| 3M | -30.1% | +2.5% | -32.5% | -33.7% |
| 6M | +20.1% | +9.5% | +10.7% | +7.4% |
| YTD | +166.6% | +5.1% | +161.5% | +145.3% |
| 1Y | +458.9% | +15.5% | +443.5% | +371.6% |
| All | +502.1% | +91.9% | +410.3% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling