+323.5%
TSM vs KORU
+122.4%
+201.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.2% | +8.3% | +3.3% |
| 7D | -2.1% | -34.5% | +32.5% | +5.2% |
| 30D | -12.5% | -59.6% | +47.1% | +2.1% |
| 3M | -5.0% | -56.1% | +51.1% | +5.8% |
| 6M | -3.2% | -84.7% | +81.5% | +16.9% |
| YTD | +31.5% | -20.6% | +52.1% | -8.4% |
| 1Y | +35.7% | -13.9% | +49.6% | -8.3% |
| 3Y | +323.5% | +114.9% | +208.6% | +92.8% |
| All | +323.5% | +122.4% | +201.1% | +92.8% |
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