+82.9%
KORU vs XBI
+160.4%
-77.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.4% |
| 7D | -1.7% | -4.6% | +2.9% | +3.7% |
| 30D | +13.5% | -2.0% | +15.5% | +15.9% |
| 3M | -45.2% | +17.8% | -63.0% | -53.1% |
| 6M | +17.1% | +23.7% | -6.6% | +2.7% |
| YTD | +154.1% | +28.2% | +125.9% | +117.3% |
| 1Y | +375.7% | +64.0% | +311.7% | +217.5% |
| 3Y | +474.0% | +99.4% | +374.6% | +215.4% |
| 5Y | +60.4% | +19.3% | +41.1% | +46.2% |
| All | +82.9% | +160.4% | -77.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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