-9.4%
T vs KORU
-3.9%
-5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | -0.6% |
| 7D | +1.6% | +24.3% | -22.7% | +2.8% |
| 30D | -2.9% | -44.8% | +41.9% | -4.6% |
| 3M | -7.5% | -60.0% | +52.5% | -9.7% |
| 6M | -9.9% | -78.7% | +68.8% | -11.5% |
| YTD | -6.4% | -10.6% | +4.1% | -2.2% |
| 1Y | -9.4% | -3.8% | -5.6% | -4.9% |
| All | -9.4% | -3.9% | -5.5% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling