+502.1%
KORU vs XLB
+32.2%
+469.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +4.3% |
| 7D | +20.1% | -2.9% | +23.0% | +29.4% |
| 30D | +47.5% | -3.4% | +50.8% | +60.7% |
| 3M | -30.1% | +1.6% | -31.7% | -32.6% |
| 6M | +20.1% | +3.6% | +16.5% | +20.5% |
| YTD | +166.6% | +14.2% | +152.3% | +125.7% |
| 1Y | +458.9% | +15.6% | +443.4% | +357.9% |
| All | +502.1% | +32.2% | +469.9% | +280.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling