+82.9%
KORU vs XLB
+163.8%
-80.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.1% |
| 7D | -1.7% | -2.8% | +1.1% | +5.3% |
| 30D | +13.5% | -3.1% | +16.6% | +22.7% |
| 3M | -45.2% | -0.2% | -45.0% | -45.3% |
| 6M | +17.1% | +3.1% | +14.1% | +20.2% |
| YTD | +154.1% | +13.3% | +140.9% | +120.5% |
| 1Y | +375.7% | +12.0% | +363.6% | +318.9% |
| 3Y | +474.0% | +31.4% | +442.6% | +289.0% |
| 5Y | +60.4% | +33.9% | +26.5% | +19.2% |
| All | +82.9% | +163.8% | -80.9% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling