-82.8%
KORU vs TXT
-7.7%
-75.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.6% |
| 7D | +11.1% | +0.1% | +11.0% | +10.7% |
| 30D | -40.6% | +13.3% | -54.0% | -51.1% |
| 3M | -63.9% | -5.0% | -58.9% | -57.5% |
| 6M | -82.8% | -8.4% | -74.4% | -77.9% |
| All | -82.8% | -7.7% | -75.1% | -77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling