+82.9%
KORU vs TNA
+86.1%
-3.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.2% |
| 7D | -1.7% | -7.3% | +5.6% | +4.0% |
| 30D | +13.5% | -14.2% | +27.7% | +28.2% |
| 3M | -45.2% | -4.6% | -40.6% | -39.3% |
| 6M | +17.1% | +36.9% | -19.8% | +16.1% |
| YTD | +154.1% | +42.5% | +111.6% | +150.7% |
| 1Y | +375.7% | +45.8% | +329.9% | +357.6% |
| 3Y | +474.0% | +104.7% | +369.4% | +281.9% |
| 5Y | +60.4% | -21.7% | +82.1% | +79.4% |
| All | +82.9% | +86.1% | -3.2% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling