+82.9%
KORU vs TGT
+207.4%
-124.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -5.2% | +3.5% | +1.2% |
| 30D | +13.5% | +1.2% | +12.3% | +11.8% |
| 3M | -45.2% | +18.4% | -63.6% | -52.2% |
| 6M | +17.1% | +33.4% | -16.3% | -4.2% |
| YTD | +154.1% | +63.8% | +90.3% | +79.8% |
| 1Y | +375.7% | +77.2% | +298.5% | +219.9% |
| 3Y | +474.0% | +41.8% | +432.2% | +305.7% |
| 5Y | +60.4% | -25.5% | +85.9% | +68.9% |
| All | +82.9% | +207.4% | -124.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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