+27.1%
KORU vs TMO
+705.8%
-678.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.8% |
| 7D | -1.7% | -0.6% | -1.1% | -0.9% |
| 30D | +13.5% | +1.1% | +12.4% | +12.2% |
| 3M | -45.2% | +28.3% | -73.5% | -59.9% |
| 6M | +17.1% | +23.3% | -6.1% | -9.7% |
| YTD | +154.1% | +5.5% | +148.7% | +132.7% |
| 1Y | +375.7% | +24.5% | +351.1% | +256.8% |
| 3Y | +474.0% | +19.6% | +454.4% | +335.5% |
| 5Y | +60.4% | +8.1% | +52.3% | +36.8% |
| 10Y | +82.6% | +336.7% | -254.1% | -70.3% |
| All | +27.1% | +705.8% | -678.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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