-13.3%
TSLA vs KORU
+20.3%
-33.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +1.9% | -2.8% |
| 7D | -4.7% | -24.3% | +19.6% | -2.1% |
| 30D | +1.7% | -54.2% | +55.9% | +9.4% |
| 3M | +17.7% | -45.4% | +63.1% | +22.2% |
| 6M | -1.9% | -66.5% | +64.6% | -0.4% |
| YTD | -14.3% | +14.9% | -29.2% | -27.4% |
| 1Y | -13.3% | +22.5% | -35.8% | -27.5% |
| All | -13.3% | +20.3% | -33.6% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling