+357.3%
KORU vs TLN
-23.2%
+380.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.5% | -10.0% | -8.9% |
| 7D | +2.3% | +2.0% | +0.3% | +0.1% |
| 30D | +20.0% | -12.9% | +33.0% | +50.7% |
| 3M | -32.7% | -7.4% | -25.3% | -12.5% |
| 6M | +13.3% | -6.0% | +19.4% | +56.2% |
| YTD | +133.2% | -16.9% | +150.1% | +248.5% |
| 1Y | +357.3% | -22.6% | +379.9% | +683.3% |
| All | +357.3% | -23.2% | +380.4% | +683.3% |
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