+136.2%
KORU vs TXT
+10.4%
+125.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.6% |
| 7D | +11.1% | +0.1% | +11.0% | +10.9% |
| 30D | -40.6% | +13.3% | -54.0% | -49.5% |
| 3M | -63.9% | -5.0% | -58.9% | -62.2% |
| 6M | -82.8% | -8.4% | -74.4% | -80.6% |
| YTD | -15.4% | -4.0% | -11.4% | -6.1% |
| 1Y | -3.3% | +2.8% | -6.1% | +0.7% |
| 3Y | +136.2% | +10.3% | +125.9% | +114.2% |
| All | +136.2% | +10.4% | +125.8% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling