-34.9%
TLT vs KORU
+66.4%
-101.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -0.3% | +20.1% | -20.4% | -0.6% |
| 30D | 0.0% | +47.5% | -47.5% | -0.9% |
| 3M | -2.9% | -30.1% | +27.2% | -3.2% |
| 6M | -6.3% | +20.1% | -26.4% | -8.6% |
| YTD | -3.3% | +166.6% | -169.9% | -7.7% |
| 1Y | -4.2% | +458.9% | -463.1% | -10.3% |
| 3Y | -1.7% | +531.8% | -533.4% | -9.3% |
| 5Y | -34.9% | +67.7% | -102.6% | -42.2% |
| All | -34.9% | +66.4% | -101.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling