+357.3%
KORU vs TTD
-72.9%
+430.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.6% | -13.2% | -12.4% |
| 7D | +2.3% | -7.4% | +9.7% | +1.0% |
| 30D | +20.0% | +3.0% | +17.0% | +20.8% |
| 3M | -32.7% | -27.6% | -5.1% | -35.0% |
| 6M | +13.3% | -49.5% | +62.8% | +8.8% |
| YTD | +133.2% | -63.2% | +196.4% | +178.3% |
| 1Y | +357.3% | -69.7% | +427.0% | +520.5% |
| All | +357.3% | -72.9% | +430.2% | +520.5% |
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