+482.2%
KORU vs TW
-15.9%
+498.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.8% | +12.6% | +14.6% |
| 7D | +13.0% | -2.3% | +15.3% | +9.0% |
| 30D | +27.3% | +3.9% | +23.4% | +35.1% |
| 3M | -55.3% | +5.7% | -61.0% | -47.2% |
| 6M | +11.6% | -14.5% | +26.1% | +27.4% |
| YTD | +158.5% | -0.9% | +159.4% | +205.2% |
| 1Y | +482.2% | -13.5% | +495.7% | +565.8% |
| All | +482.2% | -15.9% | +498.1% | +565.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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