+49.9%
TSLA vs KORU
+64.3%
-14.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +3.0% | +20.1% | -17.1% | -1.1% |
| 30D | +11.2% | +47.5% | -36.3% | +0.6% |
| 3M | -7.3% | -30.1% | +22.8% | -10.9% |
| 6M | -7.7% | +20.1% | -27.9% | -33.6% |
| YTD | -18.2% | +166.6% | -184.8% | -57.1% |
| 1Y | +6.0% | +458.9% | -452.9% | -57.7% |
| 3Y | +48.0% | +531.8% | -483.7% | -51.0% |
| All | +49.9% | +64.3% | -14.4% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling