+2,650.1%
TSLA vs KORU
+76.6%
+2,573.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.5% | +11.4% | +1.7% |
| 7D | -3.4% | +2.3% | -5.7% | -4.5% |
| 30D | +9.2% | +20.0% | -10.8% | +2.4% |
| 3M | -4.7% | -32.7% | +28.0% | -8.5% |
| 6M | -8.9% | +13.3% | -22.3% | -34.4% |
| YTD | -19.2% | +133.2% | -152.4% | -55.6% |
| 1Y | +4.5% | +357.3% | -352.7% | -54.0% |
| 3Y | +46.3% | +452.7% | -406.4% | -45.8% |
| 5Y | +48.1% | +47.2% | +0.9% | -27.3% |
| All | +2,650.1% | +76.6% | +2,573.4% | +915.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling