+62.5%
T vs KORU
-16.9%
+79.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | -0.2% |
| 7D | +1.6% | +24.3% | -22.7% | +0.8% |
| 30D | -2.9% | -44.8% | +41.9% | -1.6% |
| 3M | -7.5% | -60.0% | +52.5% | -5.8% |
| 6M | -9.9% | -78.7% | +68.8% | -9.4% |
| YTD | -6.4% | -10.6% | +4.1% | -18.9% |
| 1Y | -9.4% | -3.8% | -5.6% | -22.2% |
| 3Y | +64.9% | +142.0% | -77.1% | +23.5% |
| 5Y | +57.0% | -33.1% | +90.0% | +28.3% |
| All | +62.5% | -16.9% | +79.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling