-16.2%
KORU vs TT
+737.0%
-753.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.6% |
| 7D | +24.3% | +8.1% | +16.3% | +11.8% |
| 30D | -44.8% | -11.3% | -33.5% | -30.7% |
| 3M | -60.0% | -11.2% | -48.9% | -48.9% |
| 6M | -78.7% | -8.9% | -69.8% | -71.0% |
| YTD | -10.6% | +9.7% | -20.3% | +1.9% |
| 1Y | -3.8% | +1.3% | -5.0% | +21.6% |
| 3Y | +142.0% | +93.4% | +48.6% | +24.3% |
| 5Y | -33.1% | +133.5% | -166.6% | -73.9% |
| All | -16.2% | +737.0% | -753.2% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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