+357.3%
KORU vs TXT
-1.4%
+358.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.7% | -11.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.8% |
| 30D | +20.0% | -10.2% | +30.2% | +42.7% |
| 3M | -32.7% | -13.3% | -19.5% | -12.9% |
| 6M | +13.3% | -14.4% | +27.7% | +50.6% |
| YTD | +133.2% | -9.1% | +142.3% | +207.0% |
| 1Y | +357.3% | -2.2% | +359.4% | +451.5% |
| All | +357.3% | -1.4% | +358.7% | +451.5% |
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 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