+57.9%
KORU vs TPR
+230.0%
-172.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +4.5% |
| 7D | +24.3% | -3.4% | +27.7% | +27.5% |
| 30D | +37.3% | -27.3% | +64.6% | +68.8% |
| 3M | -32.8% | -16.2% | -16.6% | -27.8% |
| 6M | +36.9% | -17.9% | +54.8% | +55.1% |
| YTD | +162.6% | -7.1% | +169.7% | +172.7% |
| 1Y | +467.0% | +13.6% | +453.4% | +398.0% |
| 3Y | +522.4% | +293.7% | +228.6% | +85.7% |
| 5Y | +57.9% | +239.1% | -181.2% | -47.1% |
| All | +57.9% | +230.0% | -172.1% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling