-20.7%
KORU vs EXR
+216.3%
-237.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.1% | -0.4% | +11.6% | +11.6% |
| 30D | -40.6% | +18.2% | -58.8% | -47.4% |
| 3M | -63.9% | +7.3% | -71.2% | -66.0% |
| 6M | -82.8% | +13.8% | -96.6% | -85.0% |
| YTD | -15.4% | +25.9% | -41.3% | -29.8% |
| 1Y | -3.3% | +25.8% | -29.1% | -19.9% |
| 3Y | +136.2% | +53.7% | +82.5% | +68.6% |
| 5Y | -36.7% | -1.8% | -35.0% | -39.4% |
| All | -20.7% | +216.3% | -237.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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