+67.9%
KORU vs TXT
+103.1%
-35.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.7% | -11.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.6% |
| 30D | +20.0% | -10.2% | +30.2% | +34.4% |
| 3M | -32.7% | -13.3% | -19.5% | -19.8% |
| 6M | +13.3% | -14.4% | +27.7% | +40.7% |
| YTD | +133.2% | -9.1% | +142.3% | +172.7% |
| 1Y | +357.3% | -2.2% | +359.4% | +394.0% |
| 3Y | +452.7% | +5.1% | +447.6% | +442.5% |
| 5Y | +47.2% | +12.8% | +34.4% | +40.1% |
| All | +67.9% | +103.1% | -35.2% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling