+482.2%
KORU vs TXT
-1.0%
+483.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +14.0% |
| 7D | +13.0% | -4.8% | +17.8% | +22.0% |
| 30D | +27.3% | -10.6% | +37.9% | +51.8% |
| 3M | -55.3% | -13.2% | -42.1% | -42.3% |
| 6M | +11.6% | -20.3% | +31.9% | +56.7% |
| YTD | +158.5% | -9.3% | +167.8% | +240.3% |
| 1Y | +482.2% | -2.7% | +484.8% | +641.9% |
| All | +482.2% | -1.0% | +483.2% | +641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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