+482.2%
KORU vs TPR
+18.6%
+463.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.4% | +13.4% |
| 7D | +13.0% | -2.3% | +15.3% | +15.0% |
| 30D | +27.3% | -23.0% | +50.2% | +50.2% |
| 3M | -55.3% | -12.5% | -42.8% | -55.4% |
| 6M | +11.6% | -21.4% | +33.0% | +25.6% |
| YTD | +158.5% | -3.5% | +162.1% | +165.4% |
| 1Y | +482.2% | +17.4% | +464.8% | +446.5% |
| All | +482.2% | +18.6% | +463.5% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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