-60.3%
KORU vs TYL
+624.5%
-684.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.7% |
| 7D | -34.5% | +4.3% | -38.8% | -36.4% |
| 30D | -59.6% | +28.0% | -87.6% | -65.7% |
| 3M | -56.1% | +32.3% | -88.4% | -64.6% |
| 6M | -84.7% | +29.9% | -114.6% | -88.7% |
| YTD | -20.6% | -7.1% | -13.5% | -30.3% |
| 1Y | -13.9% | -9.2% | -4.7% | -23.5% |
| 3Y | +114.9% | +0.7% | +114.1% | +69.2% |
| 5Y | -36.0% | -21.1% | -14.9% | -37.8% |
| 10Y | -27.8% | +180.8% | -208.6% | -68.4% |
| All | -60.3% | +624.5% | -684.8% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling