-2.1%
TLT vs KORU
-54.0%
+51.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.5% |
| 7D | -2.7% | +24.3% | -27.0% | -2.5% |
| 30D | +2.2% | -44.8% | +47.0% | +1.9% |
| 3M | -1.7% | -60.0% | +58.3% | -2.0% |
| 6M | -4.0% | -78.7% | +74.7% | -4.2% |
| YTD | -4.9% | -10.6% | +5.6% | -2.8% |
| 1Y | -7.4% | -3.8% | -3.6% | -5.1% |
| 3Y | +3.0% | +142.0% | -138.9% | +8.0% |
| 5Y | -35.1% | -33.1% | -2.0% | -33.9% |
| 10Y | -12.7% | -18.5% | +5.7% | -5.9% |
| All | -2.1% | -54.0% | +51.9% | +4.4% |
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