+31.4%
KORU vs TGT
+252.4%
-221.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +2.2% |
| 7D | +24.3% | -0.6% | +24.9% | +24.7% |
| 30D | +37.3% | +9.5% | +27.8% | +29.4% |
| 3M | -32.8% | +32.3% | -65.0% | -45.0% |
| 6M | +36.9% | +37.0% | -0.1% | +10.0% |
| YTD | +162.6% | +71.0% | +91.6% | +80.6% |
| 1Y | +467.0% | +85.0% | +382.0% | +270.4% |
| 3Y | +522.4% | +46.8% | +475.5% | +330.8% |
| 5Y | +57.9% | -22.7% | +80.6% | +62.5% |
| 10Y | +70.8% | +216.3% | -145.5% | -20.7% |
| All | +31.4% | +252.4% | -221.0% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling