+29.3%
KORU vs TYL
+525.5%
-496.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.0% | +17.5% | +15.7% |
| 7D | +13.0% | -3.7% | +16.7% | +14.9% |
| 30D | +27.3% | +18.7% | +8.5% | +13.5% |
| 3M | -55.3% | +18.1% | -73.4% | -63.2% |
| 6M | +11.6% | -1.1% | +12.7% | -0.1% |
| YTD | +158.5% | -19.8% | +178.4% | +157.3% |
| 1Y | +482.2% | -34.3% | +516.5% | +563.4% |
| 3Y | +471.9% | -8.2% | +480.1% | +389.4% |
| 5Y | +41.1% | -25.4% | +66.6% | +45.6% |
| 10Y | +80.2% | +115.6% | -35.4% | -4.4% |
| All | +29.3% | +525.5% | -496.2% | -68.4% |
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