+493.2%
KORU vs TLN
+495.0%
-1.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | -0.5% |
| 7D | +24.3% | +10.9% | +13.4% | +15.2% |
| 30D | +37.3% | -6.3% | +43.6% | +47.5% |
| 3M | -32.8% | -10.7% | -22.1% | -20.2% |
| 6M | +36.9% | +1.6% | +35.3% | +58.6% |
| YTD | +162.6% | -13.1% | +175.7% | +227.9% |
| 1Y | +467.0% | -15.1% | +482.1% | +622.3% |
| All | +493.2% | +495.0% | -1.8% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling