+108.2%
T vs KORU
+521.6%
-413.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -1.5% | +24.3% | -25.8% | -0.9% |
| 30D | +7.6% | +37.3% | -29.7% | +8.8% |
| 3M | +15.3% | -32.8% | +48.1% | +15.8% |
| 6M | -8.5% | +36.9% | -45.4% | -6.1% |
| YTD | +6.8% | +162.6% | -155.9% | +9.5% |
| 1Y | -7.2% | +467.0% | -474.3% | -5.1% |
| 3Y | +108.2% | +522.4% | -414.1% | +110.0% |
| All | +108.2% | +521.6% | -413.3% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling