+47.2%
KORU vs TFC
+14.0%
+33.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.4% | -12.9% | -12.8% |
| 7D | +2.3% | -2.5% | +4.8% | +4.3% |
| 30D | +20.0% | -2.8% | +22.8% | +22.2% |
| 3M | -32.7% | +2.1% | -34.9% | -36.2% |
| 6M | +13.3% | +10.1% | +3.2% | +0.6% |
| YTD | +133.2% | +5.4% | +127.8% | +114.2% |
| 1Y | +357.3% | +16.3% | +340.9% | +282.7% |
| 3Y | +452.7% | +95.9% | +356.8% | +189.6% |
| 5Y | +47.2% | +16.0% | +31.2% | +29.9% |
| All | +47.2% | +14.0% | +33.2% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling