+74.4%
TSLA vs KORU
+138.6%
-64.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.0% |
| 7D | +8.9% | +11.1% | -2.2% | +6.8% |
| 30D | +6.3% | -40.6% | +46.9% | +12.7% |
| 3M | +14.8% | -63.9% | +78.7% | +28.1% |
| 6M | -12.4% | -82.8% | +70.5% | -1.3% |
| YTD | -13.2% | -15.4% | +2.2% | -40.1% |
| 1Y | -2.9% | -3.3% | +0.3% | -36.1% |
| 3Y | +74.4% | +136.2% | -61.7% | -25.7% |
| All | +74.4% | +138.6% | -64.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling