+32.9%
TSLA vs KORU
+431.1%
-398.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.5% | +11.4% | +0.8% |
| 7D | -3.4% | +2.3% | -5.7% | -4.2% |
| 30D | +9.2% | +20.0% | -10.8% | +4.4% |
| 3M | -4.7% | -32.7% | +28.0% | -6.9% |
| 6M | -8.9% | +13.3% | -22.3% | -28.4% |
| YTD | -19.2% | +133.2% | -152.4% | -50.3% |
| 1Y | +4.5% | +357.3% | -352.7% | -48.1% |
| All | +32.9% | +431.1% | -398.2% | -45.9% |
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