+3,431.1%
TSM vs KORU
+32.9%
+3,398.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.4% | -10.6% | -0.2% |
| 7D | +2.7% | +13.0% | -10.3% | -0.4% |
| 30D | +3.6% | +27.3% | -23.7% | -3.8% |
| 3M | -3.4% | -55.3% | +51.9% | +1.5% |
| 6M | +20.6% | +11.6% | +9.0% | -9.1% |
| YTD | +41.9% | +158.5% | -116.7% | -17.0% |
| 1Y | +84.4% | +482.2% | -397.8% | -14.4% |
| 3Y | +380.2% | +471.9% | -91.7% | +104.4% |
| 5Y | +275.3% | +41.1% | +234.2% | +105.1% |
| 10Y | +1,751.4% | +80.2% | +1,671.2% | +675.6% |
| All | +3,431.1% | +32.9% | +3,398.2% | +1,296.0% |
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