+29.3%
KORU vs TMF
-78.7%
+108.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.4% | +13.1% | +13.5% |
| 7D | +13.0% | -1.4% | +14.4% | +12.9% |
| 30D | +27.3% | -2.8% | +30.1% | +27.0% |
| 3M | -55.3% | -10.9% | -44.4% | -55.8% |
| 6M | +11.6% | -21.3% | +32.9% | +8.4% |
| YTD | +158.5% | -15.9% | +174.4% | +153.0% |
| 1Y | +482.2% | -15.7% | +497.9% | +470.4% |
| 3Y | +471.9% | -43.4% | +515.3% | +430.5% |
| 5Y | +41.1% | -87.8% | +128.9% | -8.3% |
| 10Y | +80.2% | -86.7% | +166.9% | +34.1% |
| All | +29.3% | -78.7% | +108.0% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling