+70.8%
KORU vs TMF
-86.8%
+157.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +24.3% | +1.0% | +23.3% | +24.3% |
| 30D | +37.3% | -1.8% | +39.2% | +37.3% |
| 3M | -32.8% | -8.2% | -24.5% | -32.9% |
| 6M | +36.9% | -19.5% | +56.4% | +35.4% |
| YTD | +162.6% | -16.0% | +178.6% | +160.4% |
| 1Y | +467.0% | -22.5% | +489.5% | +459.3% |
| 3Y | +522.4% | -42.3% | +564.6% | +493.0% |
| 5Y | +57.9% | -87.7% | +145.6% | +4.3% |
| 10Y | +70.8% | -86.5% | +157.3% | +80.3% |
| All | +70.8% | -86.8% | +157.6% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling