+1,815.4%
TSM vs KORU
+81.6%
+1,733.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +4.8% | +20.1% | -15.3% | +0.2% |
| 30D | +4.0% | +47.5% | -43.4% | -6.9% |
| 3M | +2.0% | -30.1% | +32.0% | -0.9% |
| 6M | +25.5% | +20.1% | +5.4% | -8.1% |
| YTD | +44.0% | +166.6% | -122.6% | -19.5% |
| 1Y | +75.4% | +458.9% | -383.5% | -22.0% |
| 3Y | +406.7% | +531.8% | -125.0% | +96.8% |
| 5Y | +285.0% | +67.7% | +217.3% | +93.1% |
| 10Y | +1,815.4% | +91.6% | +1,723.8% | +635.0% |
| All | +1,815.4% | +81.6% | +1,733.8% | +635.0% |
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