+16.6%
KORU vs TSCO
+274.2%
-257.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -11.7% |
| 7D | +2.3% | -3.1% | +5.4% | +4.4% |
| 30D | +20.0% | -4.4% | +24.4% | +23.0% |
| 3M | -32.7% | +9.7% | -42.4% | -37.3% |
| 6M | +13.3% | -32.4% | +45.7% | +42.1% |
| YTD | +133.2% | -31.7% | +164.9% | +189.4% |
| 1Y | +357.3% | -41.3% | +398.5% | +522.0% |
| 3Y | +452.7% | -18.3% | +471.0% | +485.8% |
| 5Y | +47.2% | -10.3% | +57.5% | +41.8% |
| 10Y | +67.6% | +188.5% | -120.9% | -27.8% |
| All | +16.6% | +274.2% | -257.6% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling