+31.4%
KORU vs TFC
+170.2%
-138.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +3.5% |
| 7D | +24.3% | +2.2% | +22.1% | +21.8% |
| 30D | +37.3% | -2.5% | +39.8% | +40.0% |
| 3M | -32.8% | +4.5% | -37.3% | -38.1% |
| 6M | +36.9% | +11.0% | +25.9% | +19.4% |
| YTD | +162.6% | +5.9% | +156.7% | +138.6% |
| 1Y | +467.0% | +14.6% | +452.5% | +372.9% |
| 3Y | +522.4% | +96.7% | +425.6% | +204.2% |
| 5Y | +57.9% | +15.6% | +42.3% | +27.7% |
| 10Y | +70.8% | +98.6% | -27.9% | -23.8% |
| All | +31.4% | +170.2% | -138.8% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling