+482.2%
KORU vs TXG
+372.5%
+109.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.9% | +14.3% | +14.1% |
| 7D | +13.0% | +1.8% | +11.2% | +11.7% |
| 30D | +27.3% | +32.0% | -4.7% | +3.1% |
| 3M | -55.3% | +87.0% | -142.3% | -69.1% |
| 6M | +11.6% | +180.1% | -168.5% | -35.4% |
| YTD | +158.5% | +284.1% | -125.6% | +34.5% |
| 1Y | +482.2% | +361.7% | +120.5% | +178.8% |
| All | +482.2% | +372.5% | +109.7% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling