+482.2%
KORU vs TSCO
-40.6%
+522.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.1% | +12.3% | +13.3% |
| 7D | +13.0% | +0.8% | +12.2% | +12.9% |
| 30D | +27.3% | +5.5% | +21.8% | +26.7% |
| 3M | -55.3% | +20.0% | -75.2% | -56.4% |
| 6M | +11.6% | -29.8% | +41.4% | +51.9% |
| YTD | +158.5% | -28.7% | +187.2% | +257.0% |
| 1Y | +482.2% | -40.9% | +523.1% | +715.5% |
| All | +482.2% | -40.6% | +522.8% | +715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling