+22.5%
KORU vs TTD
-72.7%
+95.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.1% | -4.5% |
| 7D | -24.3% | +3.7% | -28.0% | -23.7% |
| 30D | -54.2% | +10.4% | -64.6% | -52.7% |
| 3M | -45.4% | -31.6% | -13.9% | -49.8% |
| 6M | -66.5% | -45.1% | -21.3% | -68.5% |
| YTD | +14.9% | -65.1% | +80.0% | +40.3% |
| 1Y | +22.5% | -72.0% | +94.5% | +88.1% |
| All | +22.5% | -72.7% | +95.2% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling