-16.2%
KORU vs TPR
+365.1%
-381.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | +24.3% | -1.1% | +25.5% | +25.3% |
| 30D | -44.8% | +15.1% | -59.9% | -52.7% |
| 3M | -60.0% | -13.4% | -46.6% | -59.4% |
| 6M | -78.7% | +1.4% | -80.0% | -81.2% |
| YTD | -10.6% | +4.8% | -15.3% | -19.5% |
| 1Y | -3.8% | +29.2% | -33.0% | -26.3% |
| 3Y | +142.0% | +403.7% | -261.7% | -36.8% |
| 5Y | -33.1% | +230.8% | -263.9% | -76.1% |
| All | -16.2% | +365.1% | -381.3% | -79.3% |
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