-3.3%
KORU vs TYL
-8.8%
+5.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | +11.1% | +0.8% | +10.3% | +12.3% |
| 30D | -40.6% | +21.1% | -61.7% | -19.7% |
| 3M | -63.9% | +28.9% | -92.8% | -44.8% |
| 6M | -82.8% | +42.0% | -124.8% | -67.5% |
| YTD | -15.4% | -6.6% | -8.8% | +33.3% |
| 1Y | -3.3% | -9.1% | +5.8% | +50.0% |
| All | -3.3% | -8.8% | +5.6% | +50.0% |
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