+22.5%
KORU vs TSEM
+79.9%
-57.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.7% | +3.5% | +5.0% |
| 7D | -24.3% | -23.1% | -1.2% | +3.3% |
| 30D | -54.2% | -40.4% | -13.8% | -14.7% |
| 3M | -45.4% | -37.9% | -7.6% | -3.6% |
| 6M | -66.5% | -30.8% | -35.6% | -34.3% |
| YTD | +14.9% | +26.7% | -11.8% | +40.0% |
| 1Y | +22.5% | +80.5% | -57.9% | +10.3% |
| All | +22.5% | +79.9% | -57.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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