+493.2%
KORU vs TTD
-83.5%
+576.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.0% |
| 7D | +24.3% | +1.7% | +22.6% | +23.8% |
| 30D | +37.3% | +1.6% | +35.7% | +36.6% |
| 3M | -32.8% | -27.8% | -4.9% | -30.3% |
| 6M | +36.9% | -52.1% | +89.0% | +56.2% |
| YTD | +162.6% | -63.1% | +225.7% | +220.1% |
| 1Y | +467.0% | -73.1% | +540.1% | +661.5% |
| All | +493.2% | -83.5% | +576.6% | +615.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling