+482.2%
KORU vs TMF
-15.2%
+497.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.1% | +12.9% |
| 7D | +13.0% | -1.4% | +14.4% | +15.7% |
| 30D | +27.3% | -2.8% | +30.1% | +32.6% |
| 3M | -55.3% | -10.9% | -44.4% | -44.6% |
| 6M | +11.6% | -21.3% | +32.9% | +52.3% |
| YTD | +158.5% | -15.9% | +174.4% | +251.5% |
| 1Y | +482.2% | -15.7% | +497.9% | +662.9% |
| All | +482.2% | -15.2% | +497.4% | +662.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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