+474.0%
KORU vs TTWO
+50.8%
+423.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | +13.5% | -11.3% | +24.9% | +19.7% |
| 3M | -45.2% | +1.6% | -46.8% | -47.9% |
| 6M | +17.1% | +2.1% | +15.1% | +10.1% |
| YTD | +154.1% | -15.8% | +170.0% | +168.1% |
| 1Y | +375.7% | -12.6% | +388.3% | +389.9% |
| 3Y | +474.0% | +48.2% | +425.8% | +326.6% |
| All | +474.0% | +50.8% | +423.2% | +326.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling