+72.9%
KORU vs TW
+206.7%
-133.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.4% |
| 7D | -1.7% | -4.5% | +2.8% | +0.3% |
| 30D | +13.5% | -2.3% | +15.8% | +14.4% |
| 3M | -45.2% | +2.6% | -47.8% | -49.0% |
| 6M | +17.1% | -17.5% | +34.7% | +21.2% |
| YTD | +154.1% | -5.3% | +159.4% | +134.7% |
| 1Y | +375.7% | -14.8% | +390.4% | +369.6% |
| 3Y | +474.0% | +18.8% | +455.2% | +323.2% |
| 5Y | +60.4% | +20.7% | +39.7% | +13.8% |
| All | +72.9% | +206.7% | -133.8% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling