-20.7%
KORU vs XLB
+163.6%
-184.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -4.9% |
| 7D | +11.1% | +0.5% | +10.6% | +10.4% |
| 30D | -40.6% | +5.2% | -45.8% | -46.4% |
| 3M | -63.9% | +0.3% | -64.2% | -63.2% |
| 6M | -82.8% | +1.2% | -84.0% | -82.0% |
| YTD | -15.4% | +16.6% | -32.0% | -30.1% |
| 1Y | -3.3% | +21.4% | -24.7% | -27.4% |
| 3Y | +136.2% | +43.2% | +92.9% | +33.3% |
| 5Y | -36.7% | +28.0% | -64.7% | -47.6% |
| All | -20.7% | +163.6% | -184.3% | -80.1% |
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