+411.0%
TSM vs KORU
+521.6%
-110.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | +6.0% | +24.3% | -18.3% | +1.4% |
| 30D | +4.5% | +37.3% | -32.8% | -3.4% |
| 3M | +3.1% | -32.8% | +35.9% | +2.0% |
| 6M | +30.2% | +36.9% | -6.7% | -4.6% |
| YTD | +45.2% | +162.6% | -117.4% | -15.9% |
| 1Y | +79.6% | +467.0% | -387.5% | -18.9% |
| 3Y | +411.0% | +522.4% | -111.4% | +102.5% |
| All | +411.0% | +521.6% | -110.6% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling