-42.9%
KORU vs TYL
-21.3%
-21.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.3% |
| 7D | -35.0% | +6.7% | -41.7% | -36.2% |
| 30D | -65.5% | +26.5% | -92.1% | -68.2% |
| 3M | -58.9% | +37.3% | -96.2% | -64.0% |
| 6M | -83.5% | +31.2% | -114.7% | -86.4% |
| YTD | -23.9% | -7.4% | -16.5% | -22.6% |
| 1Y | -12.4% | -9.6% | -2.9% | -9.7% |
| 3Y | +82.1% | +1.9% | +80.2% | +54.0% |
| All | -42.9% | -21.3% | -21.6% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling