+474.0%
KORU vs TW
+19.1%
+455.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +8.7% |
| 7D | -1.7% | -4.5% | +2.8% | -3.0% |
| 30D | +13.5% | -2.3% | +15.8% | +12.9% |
| 3M | -45.2% | +2.6% | -47.8% | -45.1% |
| 6M | +17.1% | -17.5% | +34.7% | +24.2% |
| YTD | +154.1% | -5.3% | +159.4% | +152.6% |
| 1Y | +375.7% | -14.8% | +390.4% | +398.2% |
| 3Y | +474.0% | +18.8% | +455.2% | +442.9% |
| All | +474.0% | +19.1% | +455.0% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling