+29.3%
KORU vs EXR
+459.9%
-430.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.2% | +14.7% | +14.2% |
| 7D | +13.0% | -2.6% | +15.6% | +14.9% |
| 30D | +27.3% | -7.2% | +34.5% | +33.6% |
| 3M | -55.3% | -3.5% | -51.8% | -56.0% |
| 6M | +11.6% | -5.3% | +16.9% | +13.0% |
| YTD | +158.5% | +9.4% | +149.2% | +139.1% |
| 1Y | +482.2% | +1.3% | +480.8% | +462.7% |
| 3Y | +471.9% | +22.4% | +449.5% | +383.2% |
| 5Y | +41.1% | -12.2% | +53.4% | +47.2% |
| 10Y | +80.2% | +148.6% | -68.4% | -2.4% |
| All | +29.3% | +459.9% | -430.6% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling