+426.7%
KORU vs TSN
+11.8%
+414.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.4% | -13.9% | -12.3% |
| 7D | +2.3% | +1.4% | +1.0% | +2.6% |
| 30D | +20.0% | -6.2% | +26.2% | +19.1% |
| 3M | -32.7% | -5.7% | -27.1% | -33.2% |
| 6M | +13.3% | -11.4% | +24.7% | +12.2% |
| YTD | +133.2% | -8.2% | +141.4% | +131.0% |
| 1Y | +357.3% | -2.0% | +359.3% | +345.8% |
| All | +426.7% | +11.8% | +414.9% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling