+31.4%
KORU vs EXC
+179.3%
-148.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | +24.3% | +1.2% | +23.1% | +23.1% |
| 30D | +37.3% | -2.7% | +40.0% | +40.2% |
| 3M | -32.8% | -1.0% | -31.8% | -34.3% |
| 6M | +36.9% | -9.3% | +46.2% | +38.3% |
| YTD | +162.6% | +3.6% | +159.0% | +137.2% |
| 1Y | +467.0% | +5.9% | +461.1% | +397.1% |
| 3Y | +522.4% | +21.3% | +501.1% | +359.5% |
| 5Y | +57.9% | +46.2% | +11.7% | -2.7% |
| 10Y | +70.8% | +151.5% | -80.7% | -25.7% |
| All | +31.4% | +179.3% | -148.0% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling