+47.2%
KORU vs EXE
+99.3%
-52.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.3% | -12.8% | -12.6% |
| 7D | +2.3% | -2.2% | +4.5% | +3.2% |
| 30D | +20.0% | -0.8% | +20.8% | +19.7% |
| 3M | -32.7% | +10.0% | -42.8% | -36.9% |
| 6M | +13.3% | -6.3% | +19.7% | +14.2% |
| YTD | +133.2% | -10.7% | +143.9% | +139.7% |
| 1Y | +357.3% | +2.7% | +354.6% | +333.8% |
| 3Y | +452.7% | +19.1% | +433.5% | +377.0% |
| 5Y | +47.2% | +105.4% | -58.2% | -0.2% |
| All | +47.2% | +99.3% | -52.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling