+94.0%
T vs KORU
-59.2%
+153.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.9% | +0.9% |
| 7D | +2.6% | -34.5% | +37.1% | +3.9% |
| 30D | -1.1% | -59.6% | +58.5% | +1.8% |
| 3M | -7.7% | -56.1% | +48.3% | -6.3% |
| 6M | -10.6% | -84.7% | +74.1% | -8.4% |
| YTD | -7.5% | -20.6% | +13.1% | -19.3% |
| 1Y | -7.4% | -13.9% | +6.5% | -20.1% |
| 3Y | +63.1% | +114.9% | -51.8% | +23.2% |
| 5Y | +55.2% | -36.0% | +91.2% | +26.1% |
| 10Y | +58.8% | -27.8% | +86.6% | +9.6% |
| All | +94.0% | -59.2% | +153.2% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling