-16.2%
KORU vs EXC
+201.2%
-217.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -5.0% |
| 7D | +24.3% | -1.9% | +26.3% | +26.1% |
| 30D | -44.8% | +7.8% | -52.6% | -49.2% |
| 3M | -60.0% | +1.9% | -61.9% | -61.5% |
| 6M | -78.7% | +3.4% | -82.0% | -80.8% |
| YTD | -10.6% | +7.6% | -18.1% | -24.0% |
| 1Y | -3.8% | +2.1% | -5.9% | -14.3% |
| 3Y | +142.0% | +29.6% | +112.4% | +58.0% |
| 5Y | -33.1% | +39.5% | -72.6% | -60.1% |
| All | -16.2% | +201.2% | -217.4% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling