+91.6%
KORU vs TPR
+299.5%
-207.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +4.0% |
| 7D | +20.1% | -7.3% | +27.4% | +26.8% |
| 30D | +47.5% | -30.7% | +78.2% | +86.0% |
| 3M | -30.1% | -21.6% | -8.4% | -20.8% |
| 6M | +20.1% | -21.3% | +41.5% | +40.3% |
| YTD | +166.6% | -10.2% | +176.8% | +184.2% |
| 1Y | +458.9% | +9.5% | +449.4% | +409.5% |
| 3Y | +531.8% | +280.8% | +251.0% | +115.1% |
| 5Y | +67.7% | +218.7% | -151.0% | -35.2% |
| 10Y | +91.6% | +306.7% | -215.1% | -46.1% |
| All | +91.6% | +299.5% | -207.9% | -46.1% |
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