+47.2%
KORU vs TSEM
+610.6%
-563.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.9% | -8.6% | -9.1% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +20.0% | -16.6% | +36.6% | +43.0% |
| 3M | -32.7% | -10.9% | -21.8% | -16.5% |
| 6M | +13.3% | +78.0% | -64.7% | -7.1% |
| YTD | +133.2% | +77.2% | +56.0% | +93.8% |
| 1Y | +357.3% | +207.6% | +149.7% | +169.7% |
| 3Y | +452.7% | +637.8% | -185.2% | +87.6% |
| 5Y | +47.2% | +617.0% | -569.8% | -52.9% |
| All | +47.2% | +610.6% | -563.4% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling