+522.4%
KORU vs TYL
-10.9%
+533.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.0% | +0.4% |
| 7D | +24.3% | -7.6% | +31.9% | +21.9% |
| 30D | +37.3% | +11.3% | +26.0% | +41.5% |
| 3M | -32.8% | +14.5% | -47.3% | -29.7% |
| 6M | +36.9% | -7.1% | +44.1% | +50.2% |
| YTD | +162.6% | -23.4% | +186.0% | +213.9% |
| 1Y | +467.0% | -38.6% | +505.6% | +683.1% |
| 3Y | +522.4% | -11.3% | +533.7% | +500.7% |
| All | +522.4% | -10.9% | +533.2% | +500.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling