+33.3%
KORU vs TSEM
+2,742.1%
-2,708.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.6% |
| 7D | +20.1% | +4.7% | +15.4% | +16.5% |
| 30D | +47.5% | -14.2% | +61.7% | +66.4% |
| 3M | -30.1% | -5.0% | -25.0% | -19.7% |
| 6M | +20.1% | +87.6% | -67.4% | -4.2% |
| YTD | +166.6% | +84.4% | +82.1% | +117.1% |
| 1Y | +458.9% | +235.4% | +223.5% | +220.7% |
| 3Y | +531.8% | +668.0% | -136.2% | +117.2% |
| 5Y | +67.7% | +644.7% | -577.1% | -43.2% |
| 10Y | +91.6% | +1,326.7% | -1,235.1% | -46.5% |
| All | +33.3% | +2,742.1% | -2,708.8% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling