+4.6%
TSLA vs KORU
+487.7%
-483.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +13.4% | -19.4% | -7.4% |
| 7D | +1.5% | +13.0% | -11.5% | -0.1% |
| 30D | +10.1% | +27.3% | -17.2% | +6.0% |
| 3M | -15.4% | -55.3% | +39.9% | -13.4% |
| 6M | -12.8% | +11.6% | -24.4% | -24.1% |
| YTD | -21.3% | +158.5% | -179.8% | -42.9% |
| 1Y | +4.6% | +482.2% | -477.6% | -29.3% |
| All | +4.6% | +487.7% | -483.1% | -29.3% |
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