+56.9%
KORU vs TXG
-62.8%
+119.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.6% | +7.2% |
| 7D | -1.7% | +9.5% | -11.2% | -6.2% |
| 30D | +13.5% | +18.8% | -5.2% | +4.7% |
| 3M | -45.2% | +136.1% | -181.3% | -63.5% |
| 6M | +17.1% | +235.2% | -218.1% | -32.3% |
| YTD | +154.1% | +320.5% | -166.4% | +31.2% |
| 1Y | +375.7% | +425.2% | -49.5% | +115.5% |
| 3Y | +474.0% | +42.9% | +431.1% | +327.8% |
| All | +56.9% | -62.8% | +119.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling