+1,643.1%
TSM vs KORU
-21.4%
+1,664.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.8% | -0.4% |
| 7D | +6.2% | +11.1% | -4.9% | +3.1% |
| 30D | -7.3% | -40.6% | +33.3% | +1.4% |
| 3M | -7.1% | -63.9% | +56.8% | +10.1% |
| 6M | +0.2% | -82.8% | +83.1% | +21.5% |
| YTD | +32.2% | -15.4% | +47.6% | -8.2% |
| 1Y | +42.8% | -3.3% | +46.0% | -5.1% |
| 3Y | +330.4% | +136.2% | +194.2% | +101.0% |
| 5Y | +263.9% | -36.7% | +300.6% | +118.0% |
| All | +1,643.1% | -21.4% | +1,664.5% | +755.4% |
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