+522.4%
KORU vs EXR
+23.6%
+498.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +24.3% | -0.7% | +25.0% | +24.7% |
| 30D | +37.3% | -6.9% | +44.3% | +43.6% |
| 3M | -32.8% | -3.0% | -29.8% | -34.9% |
| 6M | +36.9% | -2.9% | +39.9% | +33.6% |
| YTD | +162.6% | +9.3% | +153.3% | +138.3% |
| 1Y | +467.0% | -0.9% | +468.0% | +449.1% |
| 3Y | +522.4% | +24.7% | +497.7% | +519.0% |
| All | +522.4% | +23.6% | +498.7% | +519.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling