+474.0%
KORU vs XEL
+46.5%
+427.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +13.5% | -3.9% | +17.5% | +14.4% |
| 3M | -45.2% | -2.8% | -42.4% | -45.3% |
| 6M | +17.1% | -5.4% | +22.5% | +17.6% |
| YTD | +154.1% | +3.8% | +150.4% | +147.9% |
| 1Y | +375.7% | +6.8% | +368.8% | +354.9% |
| 3Y | +474.0% | +45.6% | +428.4% | +362.7% |
| All | +474.0% | +46.5% | +427.5% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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