+408.6%
KORU vs TLN
+589.3%
-180.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.9% |
| 7D | +20.1% | +5.8% | +14.3% | +15.3% |
| 30D | +47.5% | -6.9% | +54.3% | +58.9% |
| 3M | -30.1% | -10.9% | -19.2% | -16.8% |
| 6M | +20.1% | -4.6% | +24.7% | +43.7% |
| YTD | +166.6% | -14.7% | +181.3% | +236.8% |
| 1Y | +458.9% | -17.9% | +476.9% | +624.7% |
| 3Y | +531.8% | +483.9% | +47.9% | +214.3% |
| All | +408.6% | +589.3% | -180.7% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling