+515.7%
KORU vs TMF
-41.6%
+557.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.1% | +13.3% |
| 7D | +13.0% | -1.4% | +14.4% | +13.9% |
| 30D | +27.3% | -2.8% | +30.1% | +29.0% |
| 3M | -55.3% | -10.9% | -44.4% | -52.2% |
| 6M | +11.6% | -21.3% | +32.9% | +26.0% |
| YTD | +158.5% | -15.9% | +174.4% | +186.7% |
| 1Y | +482.2% | -15.7% | +497.9% | +541.6% |
| All | +515.7% | -41.6% | +557.4% | +605.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling