+3,312.2%
TSM vs KORU
-51.6%
+3,363.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +18.4% | -14.2% | 0.0% |
| 7D | +4.4% | -18.1% | +22.6% | +7.2% |
| 30D | -7.0% | -45.7% | +38.8% | +3.4% |
| 3M | -1.8% | -51.6% | +49.8% | +8.1% |
| 6M | +2.7% | -82.6% | +85.3% | +22.4% |
| YTD | +37.1% | -5.9% | +43.0% | -4.1% |
| 1Y | +43.5% | +3.3% | +40.2% | -2.6% |
| 3Y | +341.5% | +154.5% | +187.0% | +116.1% |
| 5Y | +278.9% | -26.6% | +305.4% | +129.0% |
| 10Y | +1,641.8% | -14.3% | +1,656.0% | +736.9% |
| All | +3,312.2% | -51.6% | +3,363.8% | +1,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling