+162.7%
KORU vs TXG
+24.6%
+138.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.2% |
| 7D | +20.1% | +9.1% | +11.0% | +14.8% |
| 30D | +47.5% | +14.9% | +32.6% | +38.4% |
| 3M | -30.1% | +120.0% | -150.0% | -51.0% |
| 6M | +20.1% | +221.8% | -201.7% | -27.7% |
| YTD | +166.6% | +312.6% | -146.0% | +42.2% |
| 1Y | +458.9% | +398.4% | +60.5% | +165.6% |
| 3Y | +531.8% | +42.1% | +489.7% | +375.8% |
| 5Y | +67.7% | -63.5% | +131.1% | +95.6% |
| All | +162.7% | +24.6% | +138.1% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling