+70.1%
TXN vs KORU
+431.1%
-361.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.5% | +11.5% | +0.7% |
| 7D | +2.0% | +2.3% | -0.4% | +1.4% |
| 30D | -8.0% | +20.0% | -28.0% | -11.3% |
| 3M | -7.8% | -32.7% | +25.0% | -7.8% |
| 6M | +32.4% | +13.3% | +19.1% | +13.0% |
| YTD | +51.7% | +133.2% | -81.5% | +9.6% |
| 1Y | +44.3% | +357.3% | -313.0% | -10.5% |
| All | +70.1% | +431.1% | -361.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling