-61.9%
KORU vs TYL
+622.6%
-684.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.9% |
| 7D | -35.0% | +6.7% | -41.7% | -37.6% |
| 30D | -65.5% | +26.5% | -92.1% | -70.6% |
| 3M | -58.9% | +37.3% | -96.2% | -67.6% |
| 6M | -83.5% | +31.2% | -114.7% | -88.0% |
| YTD | -23.9% | -7.4% | -16.5% | -33.0% |
| 1Y | -12.4% | -9.6% | -2.9% | -22.0% |
| 3Y | +82.1% | +1.9% | +80.2% | +41.9% |
| 5Y | -42.6% | -21.1% | -21.5% | -44.2% |
| 10Y | -37.4% | +171.8% | -209.2% | -72.1% |
| All | -61.9% | +622.6% | -684.5% | -91.8% |
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