+58.6%
KORU vs TW
+209.8%
-151.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.1% | -12.3% |
| 7D | +2.3% | -2.7% | +5.0% | +3.6% |
| 30D | +20.0% | -1.7% | +21.8% | +20.7% |
| 3M | -32.7% | +1.6% | -34.3% | -37.1% |
| 6M | +13.3% | -17.7% | +31.0% | +17.7% |
| YTD | +133.2% | -4.3% | +137.6% | +114.5% |
| 1Y | +357.3% | -13.1% | +370.4% | +346.5% |
| 3Y | +452.7% | +20.3% | +432.4% | +305.1% |
| 5Y | +47.2% | +22.0% | +25.3% | +3.9% |
| All | +58.6% | +209.8% | -151.2% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling