+2.8%
TLT vs KORU
+138.6%
-135.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.3% |
| 7D | -3.1% | +11.1% | -14.2% | -3.3% |
| 30D | +1.0% | -40.6% | +41.6% | +1.6% |
| 3M | -2.7% | -63.9% | +61.2% | -1.6% |
| 6M | -4.1% | -82.8% | +78.7% | -3.0% |
| YTD | -5.4% | -15.4% | +10.0% | -8.8% |
| 1Y | -7.0% | -3.3% | -3.8% | -10.8% |
| 3Y | +2.8% | +136.2% | -133.3% | -6.0% |
| All | +2.8% | +138.6% | -135.8% | -6.0% |
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