-27.8%
KORU vs EXPD
+329.8%
-357.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.0% |
| 7D | -34.5% | -7.4% | -27.1% | -26.4% |
| 30D | -59.6% | -2.1% | -57.5% | -57.5% |
| 3M | -56.1% | +5.7% | -61.8% | -57.2% |
| 6M | -84.7% | +21.4% | -106.1% | -87.4% |
| YTD | -20.6% | +27.6% | -48.2% | -41.1% |
| 1Y | -13.9% | +36.1% | -50.0% | -41.1% |
| 3Y | +114.9% | +69.9% | +45.0% | +3.5% |
| 5Y | -36.0% | +59.7% | -95.7% | -66.1% |
| 10Y | -27.8% | +323.0% | -350.9% | -86.6% |
| All | -27.8% | +329.8% | -357.7% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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