+285.0%
TSM vs KORU
+66.4%
+218.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +4.8% | +20.1% | -15.3% | +0.4% |
| 30D | +4.0% | +47.5% | -43.4% | -6.3% |
| 3M | +2.0% | -30.1% | +32.0% | -0.5% |
| 6M | +25.5% | +20.1% | +5.4% | -7.8% |
| YTD | +44.0% | +166.6% | -122.6% | -20.5% |
| 1Y | +75.4% | +458.9% | -383.5% | -24.4% |
| 3Y | +406.7% | +531.8% | -125.0% | +87.7% |
| 5Y | +285.0% | +67.7% | +217.3% | +84.3% |
| All | +285.0% | +66.4% | +218.6% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling