+16.6%
KORU vs TNA
+229.5%
-212.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.0% | -9.5% | -10.4% |
| 7D | +2.3% | -7.6% | +9.9% | +8.3% |
| 30D | +20.0% | -13.6% | +33.6% | +34.5% |
| 3M | -32.7% | +2.8% | -35.6% | -28.6% |
| 6M | +13.3% | +34.5% | -21.2% | +13.6% |
| YTD | +133.2% | +41.0% | +92.2% | +131.8% |
| 1Y | +357.3% | +52.0% | +305.3% | +329.0% |
| 3Y | +452.7% | +103.5% | +349.2% | +274.3% |
| 5Y | +47.2% | -22.5% | +69.7% | +66.5% |
| 10Y | +67.6% | +81.9% | -14.3% | -15.5% |
| All | +16.6% | +229.5% | -212.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling