+1,672.6%
TSM vs KORU
-16.9%
+1,689.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.7% |
| 7D | +14.8% | +24.3% | -9.5% | +8.6% |
| 30D | -8.9% | -44.8% | +35.9% | +1.3% |
| 3M | -5.3% | -60.0% | +54.8% | +9.7% |
| 6M | +2.6% | -78.7% | +81.2% | +17.3% |
| YTD | +34.5% | -10.6% | +45.0% | -7.9% |
| 1Y | +41.0% | -3.8% | +44.8% | -5.9% |
| 3Y | +333.1% | +142.0% | +191.1% | +101.3% |
| 5Y | +270.1% | -33.1% | +303.2% | +118.8% |
| All | +1,672.6% | -16.9% | +1,689.6% | +758.7% |
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 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