+150.4%
KORU vs TXG
+27.0%
+123.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.6% | +7.3% |
| 7D | -1.7% | +9.5% | -11.2% | -6.0% |
| 30D | +13.5% | +18.8% | -5.2% | +5.1% |
| 3M | -45.2% | +136.1% | -181.3% | -62.9% |
| 6M | +17.1% | +235.2% | -218.1% | -30.8% |
| YTD | +154.1% | +320.5% | -166.4% | +34.5% |
| 1Y | +375.7% | +425.2% | -49.5% | +121.7% |
| 3Y | +474.0% | +42.9% | +431.1% | +331.5% |
| 5Y | +60.4% | -62.8% | +123.2% | +85.8% |
| All | +150.4% | +27.0% | +123.4% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling