+419.8%
TXN vs KORU
+92.5%
+327.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +2.2% |
| 7D | +4.0% | -1.7% | +5.7% | +4.1% |
| 30D | -2.9% | +13.5% | -16.4% | -6.3% |
| 3M | -9.1% | -45.2% | +36.1% | -6.0% |
| 6M | +36.6% | +17.1% | +19.5% | +8.1% |
| YTD | +57.5% | +154.1% | -96.7% | +1.1% |
| 1Y | +49.5% | +375.7% | -326.1% | -18.5% |
| 3Y | +76.5% | +474.0% | -397.5% | -16.3% |
| 5Y | +62.4% | +60.4% | +2.0% | -6.6% |
| All | +419.8% | +92.5% | +327.3% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling