+7.6%
KORU vs EXE
+182.2%
-174.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.1% | +9.9% |
| 7D | -1.7% | -3.1% | +1.4% | -0.4% |
| 30D | +13.5% | -0.9% | +14.4% | +13.3% |
| 3M | -45.2% | +9.6% | -54.8% | -48.5% |
| 6M | +17.1% | -11.6% | +28.7% | +21.4% |
| YTD | +154.1% | -12.6% | +166.7% | +163.2% |
| 1Y | +375.7% | +1.2% | +374.5% | +353.7% |
| 3Y | +474.0% | +18.0% | +456.0% | +398.0% |
| 5Y | +60.4% | +101.1% | -40.7% | +9.7% |
| All | +7.6% | +182.2% | -174.7% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling