+11.1%
KORU vs EXE
+192.2%
-181.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +24.3% | -1.8% | +26.1% | +25.2% |
| 30D | +37.3% | +6.4% | +30.9% | +32.4% |
| 3M | -32.8% | +9.2% | -42.0% | -36.7% |
| 6M | +36.9% | -7.0% | +43.9% | +38.9% |
| YTD | +162.6% | -9.5% | +172.1% | +168.2% |
| 1Y | +467.0% | +6.2% | +460.8% | +429.4% |
| 3Y | +522.4% | +20.7% | +501.6% | +435.6% |
| 5Y | +57.9% | +103.6% | -45.8% | +7.5% |
| All | +11.1% | +192.2% | -181.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling