+136.2%
KORU vs TT
+91.4%
+44.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -3.0% |
| 7D | +11.1% | +4.0% | +7.1% | +4.6% |
| 30D | -40.6% | -11.3% | -29.3% | -23.3% |
| 3M | -63.9% | -12.3% | -51.6% | -51.5% |
| 6M | -82.8% | -10.8% | -72.0% | -75.0% |
| YTD | -15.4% | +8.2% | -23.6% | +6.5% |
| 1Y | -3.3% | +1.5% | -4.7% | +29.9% |
| 3Y | +136.2% | +91.5% | +44.7% | +66.6% |
| All | +136.2% | +91.4% | +44.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling