+82.9%
KORU vs TSCO
+185.7%
-102.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +9.9% |
| 7D | -1.7% | -5.7% | +4.0% | +1.7% |
| 30D | +13.5% | -8.8% | +22.3% | +19.3% |
| 3M | -45.2% | +6.3% | -51.5% | -48.1% |
| 6M | +17.1% | -32.3% | +49.4% | +47.1% |
| YTD | +154.1% | -32.7% | +186.8% | +219.3% |
| 1Y | +375.7% | -43.7% | +419.4% | +567.3% |
| 3Y | +474.0% | -19.7% | +493.7% | +512.8% |
| 5Y | +60.4% | -11.6% | +72.0% | +54.9% |
| All | +82.9% | +185.7% | -102.8% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling