+22.5%
KORU vs XLB
+29.8%
-7.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -12.7% |
| 7D | -24.3% | +3.9% | -28.2% | -34.6% |
| 30D | -54.2% | +8.9% | -63.1% | -66.8% |
| 3M | -45.4% | +4.1% | -49.6% | -53.7% |
| 6M | -66.5% | +7.3% | -73.8% | -72.2% |
| YTD | +14.9% | +20.4% | -5.5% | -13.1% |
| 1Y | +22.5% | +29.5% | -7.0% | -17.9% |
| All | +22.5% | +29.8% | -7.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling