+47.2%
KORU vs TXT
+10.7%
+36.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.7% | -11.5% |
| 7D | +2.3% | -0.2% | +2.5% | +2.7% |
| 30D | +20.0% | -10.2% | +30.2% | +36.5% |
| 3M | -32.7% | -13.3% | -19.5% | -18.0% |
| 6M | +13.3% | -14.4% | +27.7% | +44.1% |
| YTD | +133.2% | -9.1% | +142.3% | +178.0% |
| 1Y | +357.3% | -2.2% | +359.4% | +399.8% |
| 3Y | +452.7% | +5.1% | +447.6% | +425.6% |
| 5Y | +47.2% | +12.8% | +34.4% | +31.0% |
| All | +47.2% | +10.7% | +36.5% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling