+482.2%
KORU vs TNA
+70.0%
+412.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.7% | +12.7% | +12.2% |
| 7D | +13.0% | -0.1% | +13.1% | +13.5% |
| 30D | +27.3% | -4.9% | +32.2% | +41.7% |
| 3M | -55.3% | +0.4% | -55.7% | -44.7% |
| 6M | +11.6% | +32.5% | -20.9% | +4.4% |
| YTD | +158.5% | +53.7% | +104.8% | +122.3% |
| 1Y | +482.2% | +65.1% | +417.0% | +383.1% |
| All | +482.2% | +70.0% | +412.2% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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