+82.9%
KORU vs EXC
+158.0%
-75.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.4% |
| 7D | -1.7% | -1.1% | -0.6% | -0.8% |
| 30D | +13.5% | -3.6% | +17.2% | +16.8% |
| 3M | -45.2% | -4.3% | -40.9% | -44.9% |
| 6M | +17.1% | -9.9% | +27.1% | +19.0% |
| YTD | +154.1% | +1.8% | +152.4% | +130.1% |
| 1Y | +375.7% | +2.9% | +372.8% | +320.6% |
| 3Y | +474.0% | +19.1% | +454.9% | +311.2% |
| 5Y | +60.4% | +44.8% | +15.6% | -9.4% |
| All | +82.9% | +158.0% | -75.1% | -36.8% |
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