+27.1%
KORU vs TXT
+187.8%
-160.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +6.6% |
| 7D | -1.7% | +2.5% | -4.2% | -3.8% |
| 30D | +13.5% | -8.9% | +22.4% | +24.4% |
| 3M | -45.2% | -13.6% | -31.6% | -35.4% |
| 6M | +17.1% | -13.1% | +30.2% | +41.7% |
| YTD | +154.1% | -7.0% | +161.2% | +188.5% |
| 1Y | +375.7% | -1.4% | +377.1% | +408.6% |
| 3Y | +474.0% | +7.0% | +467.1% | +458.8% |
| 5Y | +60.4% | +15.4% | +45.0% | +52.0% |
| 10Y | +82.6% | +106.1% | -23.5% | +6.5% |
| All | +27.1% | +187.8% | -160.6% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling