+482.2%
KORU vs TLN
-17.2%
+499.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.8% | +9.7% | +8.0% |
| 7D | +13.0% | +7.1% | +5.9% | +3.1% |
| 30D | +27.3% | -3.9% | +31.2% | +38.5% |
| 3M | -55.3% | -16.2% | -39.1% | -33.6% |
| 6M | +11.6% | -5.8% | +17.4% | +52.0% |
| YTD | +158.5% | -15.4% | +174.0% | +276.1% |
| 1Y | +482.2% | -16.7% | +498.8% | +774.5% |
| All | +482.2% | -17.2% | +499.3% | +774.5% |
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