+82.9%
KORU vs TSN
-4.9%
+87.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.5% |
| 7D | -1.7% | +3.0% | -4.7% | -3.1% |
| 30D | +13.5% | -4.2% | +17.7% | +15.5% |
| 3M | -45.2% | -3.9% | -41.3% | -45.9% |
| 6M | +17.1% | -9.8% | +27.0% | +16.3% |
| YTD | +154.1% | -7.3% | +161.4% | +149.1% |
| 1Y | +375.7% | -2.2% | +377.9% | +348.8% |
| 3Y | +474.0% | +11.9% | +462.1% | +380.6% |
| 5Y | +60.4% | -16.9% | +77.4% | +62.7% |
| All | +82.9% | -4.9% | +87.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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