+91.6%
KORU vs TYL
+102.8%
-11.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | +20.1% | -8.6% | +28.7% | +25.8% |
| 30D | +47.5% | +7.5% | +39.9% | +38.8% |
| 3M | -30.1% | +10.9% | -41.0% | -40.3% |
| 6M | +20.1% | -6.7% | +26.8% | +11.2% |
| YTD | +166.6% | -24.5% | +191.1% | +178.2% |
| 1Y | +458.9% | -38.6% | +497.6% | +585.9% |
| 3Y | +531.8% | -12.6% | +544.4% | +438.1% |
| 5Y | +67.7% | -28.2% | +95.9% | +74.7% |
| 10Y | +91.6% | +104.0% | -12.5% | -3.6% |
| All | +91.6% | +102.8% | -11.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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