+76.0%
KORU vs TTD
+401.9%
-326.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.4% | +17.8% | +14.8% |
| 7D | +13.0% | +6.3% | +6.7% | +10.6% |
| 30D | +27.3% | -23.9% | +51.2% | +36.5% |
| 3M | -55.3% | -31.4% | -23.9% | -51.1% |
| 6M | +11.6% | -42.7% | +54.3% | +23.9% |
| YTD | +158.5% | -62.0% | +220.5% | +227.4% |
| 1Y | +482.2% | -72.2% | +554.4% | +719.2% |
| 3Y | +471.9% | -81.9% | +553.8% | +729.0% |
| 5Y | +41.1% | -81.5% | +122.7% | +82.5% |
| All | +76.0% | +401.9% | -326.0% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling