+47.2%
KORU vs XLB
+32.8%
+14.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.2% | -11.3% | -9.5% |
| 7D | +2.3% | -3.5% | +5.9% | +11.8% |
| 30D | +20.0% | -4.7% | +24.7% | +34.9% |
| 3M | -32.7% | +2.7% | -35.4% | -36.5% |
| 6M | +13.3% | +2.6% | +10.7% | +17.4% |
| YTD | +133.2% | +12.8% | +120.4% | +103.5% |
| 1Y | +357.3% | +14.0% | +343.3% | +286.9% |
| 3Y | +452.7% | +31.5% | +421.2% | +268.1% |
| 5Y | +47.2% | +33.4% | +13.8% | +7.1% |
| All | +47.2% | +32.8% | +14.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling