+67.9%
KORU vs EXR
+149.6%
-81.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.6% | -13.1% | -12.9% |
| 7D | +2.3% | -3.2% | +5.5% | +4.4% |
| 30D | +20.0% | -6.9% | +26.9% | +25.6% |
| 3M | -32.7% | -7.8% | -24.9% | -31.8% |
| 6M | +13.3% | -4.9% | +18.2% | +13.8% |
| YTD | +133.2% | +7.2% | +126.1% | +117.6% |
| 1Y | +357.3% | -1.5% | +358.8% | +349.4% |
| 3Y | +452.7% | +22.3% | +430.4% | +363.4% |
| 5Y | +47.2% | -10.9% | +58.1% | +51.7% |
| All | +67.9% | +149.6% | -81.8% | -6.0% |
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