+114.9%
KORU vs TPR
+419.9%
-305.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.0% |
| 7D | -34.5% | +12.1% | -46.6% | -40.9% |
| 30D | -59.6% | +16.7% | -76.3% | -64.9% |
| 3M | -56.1% | -17.4% | -38.7% | -52.8% |
| 6M | -84.7% | +2.3% | -87.0% | -86.5% |
| YTD | -20.6% | +7.1% | -27.7% | -28.2% |
| 1Y | -13.9% | +29.5% | -43.4% | -32.3% |
| 3Y | +114.9% | +415.0% | -300.2% | -49.5% |
| All | +114.9% | +419.9% | -305.0% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling