+22.5%
KORU vs TTWO
-18.4%
+41.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.1% | -12.4% | -5.4% |
| 7D | -24.3% | +7.0% | -31.3% | -24.4% |
| 30D | -54.2% | +2.7% | -56.9% | -54.1% |
| 3M | -45.4% | -13.0% | -32.4% | -44.2% |
| 6M | -66.5% | -7.2% | -59.2% | -67.3% |
| YTD | +14.9% | -18.4% | +33.3% | +17.7% |
| 1Y | +22.5% | -17.2% | +39.8% | +23.3% |
| All | +22.5% | -18.4% | +41.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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