+75.4%
TSM vs KORU
+461.0%
-385.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +4.8% | +20.1% | -15.3% | +1.5% |
| 30D | +4.0% | +47.5% | -43.4% | -3.7% |
| 3M | +2.0% | -30.1% | +32.0% | +0.8% |
| 6M | +25.5% | +20.1% | +5.4% | +1.2% |
| YTD | +44.0% | +166.6% | -122.6% | -9.9% |
| 1Y | +75.4% | +458.9% | -383.5% | -16.1% |
| All | +75.4% | +461.0% | -385.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling