+96.2%
T vs KORU
-56.5%
+152.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +2.5% | +11.1% | -8.6% | +2.0% |
| 30D | -3.8% | -40.6% | +36.8% | -2.6% |
| 3M | -8.7% | -63.9% | +55.1% | -6.4% |
| 6M | -8.1% | -82.8% | +74.7% | -6.1% |
| YTD | -6.4% | -15.4% | +8.9% | -18.7% |
| 1Y | -9.8% | -3.3% | -6.5% | -22.7% |
| 3Y | +65.5% | +136.2% | -70.7% | +24.3% |
| 5Y | +57.0% | -36.7% | +93.7% | +28.1% |
| 10Y | +60.8% | -22.9% | +83.7% | +10.6% |
| All | +96.2% | -56.5% | +152.7% | +33.9% |
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