+467.0%
KORU vs TYL
-37.9%
+504.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.0% | -3.4% |
| 7D | +24.3% | -7.6% | +31.9% | +14.5% |
| 30D | +37.3% | +11.3% | +26.0% | +57.9% |
| 3M | -32.8% | +14.5% | -47.3% | -12.7% |
| 6M | +36.9% | -7.1% | +44.1% | +68.3% |
| YTD | +162.6% | -23.4% | +186.0% | +184.7% |
| 1Y | +467.0% | -38.6% | +505.6% | +406.6% |
| All | +467.0% | -37.9% | +504.9% | +406.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling