+22.5%
KORU vs TLN
-17.6%
+40.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.5% | +3.3% | +6.1% |
| 7D | -24.3% | -6.0% | -18.3% | -18.1% |
| 30D | -54.2% | -1.5% | -52.7% | -54.8% |
| 3M | -45.4% | -3.9% | -41.6% | -42.0% |
| 6M | -66.5% | -15.0% | -51.4% | -52.3% |
| YTD | +14.9% | -12.8% | +27.7% | +54.1% |
| 1Y | +22.5% | -17.3% | +39.9% | +70.7% |
| All | +22.5% | -17.6% | +40.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling