+82.9%
KORU vs TJX
+287.7%
-204.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.3% |
| 7D | -1.7% | -4.6% | +2.9% | +2.7% |
| 30D | +13.5% | -17.2% | +30.7% | +35.0% |
| 3M | -45.2% | -24.9% | -20.3% | -31.2% |
| 6M | +17.1% | -19.7% | +36.8% | +34.6% |
| YTD | +154.1% | -17.2% | +171.3% | +179.7% |
| 1Y | +375.7% | -9.4% | +385.1% | +367.4% |
| 3Y | +474.0% | +43.1% | +430.9% | +238.2% |
| 5Y | +60.4% | +96.7% | -36.3% | -34.2% |
| All | +82.9% | +287.7% | -204.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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