+0.1%
TLT vs KORU
+32.9%
-32.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.4% | -13.3% | +0.3% |
| 7D | -0.4% | +13.0% | -13.4% | -0.3% |
| 30D | -0.6% | +27.3% | -27.8% | -0.4% |
| 3M | -2.7% | -55.3% | +52.5% | -2.9% |
| 6M | -5.6% | +11.6% | -17.2% | -4.5% |
| YTD | -2.8% | +158.5% | -161.3% | -0.1% |
| 1Y | -1.4% | +482.2% | -483.6% | +2.7% |
| 3Y | -1.6% | +471.9% | -473.5% | +3.1% |
| 5Y | -33.8% | +41.1% | -75.0% | -33.0% |
| 10Y | -21.1% | +80.2% | -101.3% | -15.2% |
| All | +0.1% | +32.9% | -32.8% | +7.2% |
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 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