+522.4%
KORU vs TT
+121.9%
+400.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +24.3% | +1.6% | +22.7% | +21.6% |
| 30D | +37.3% | -7.3% | +44.6% | +54.4% |
| 3M | -32.8% | -2.6% | -30.2% | -23.6% |
| 6M | +36.9% | +5.9% | +31.0% | +51.1% |
| YTD | +162.6% | +15.4% | +147.2% | +173.5% |
| 1Y | +467.0% | +8.2% | +458.8% | +525.3% |
| 3Y | +522.4% | +122.7% | +399.7% | +254.4% |
| All | +522.4% | +121.9% | +400.5% | +254.4% |
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