-14.3%
KORU vs TPR
+378.8%
-393.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.7% | +20.1% | +19.7% |
| 7D | -18.1% | +6.4% | -24.5% | -24.6% |
| 30D | -45.7% | +13.8% | -59.5% | -53.1% |
| 3M | -51.6% | -16.6% | -35.0% | -49.6% |
| 6M | -82.6% | +0.7% | -83.3% | -84.5% |
| YTD | -5.9% | +5.3% | -11.3% | -15.7% |
| 1Y | +3.3% | +32.4% | -29.1% | -22.3% |
| 3Y | +154.5% | +406.4% | -251.9% | -33.7% |
| 5Y | -26.6% | +227.9% | -254.5% | -73.6% |
| 10Y | -14.3% | +371.7% | -386.0% | -79.0% |
| All | -14.3% | +378.8% | -393.1% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling