+482.2%
KORU vs TTWO
-10.0%
+492.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.2% | +13.4% |
| 7D | +13.0% | -8.8% | +21.8% | +15.5% |
| 30D | +27.3% | -8.6% | +35.9% | +28.9% |
| 3M | -55.3% | -0.9% | -54.4% | -57.1% |
| 6M | +11.6% | -0.5% | +12.1% | +5.0% |
| YTD | +158.5% | -16.1% | +174.7% | +165.6% |
| 1Y | +482.2% | -10.8% | +492.9% | +509.5% |
| All | +482.2% | -10.0% | +492.1% | +509.5% |
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