+29.3%
KORU vs XLB
+251.7%
-222.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.8% | +14.2% |
| 7D | +13.0% | -1.4% | +14.4% | +16.6% |
| 30D | +27.3% | -0.4% | +27.7% | +28.4% |
| 3M | -55.3% | +2.0% | -57.3% | -55.7% |
| 6M | +11.6% | +1.8% | +9.8% | +18.0% |
| YTD | +158.5% | +16.6% | +142.0% | +111.4% |
| 1Y | +482.2% | +16.9% | +465.2% | +368.5% |
| 3Y | +471.9% | +32.6% | +439.4% | +287.1% |
| 5Y | +41.1% | +35.6% | +5.5% | +4.3% |
| 10Y | +80.2% | +160.0% | -79.8% | -50.8% |
| All | +29.3% | +251.7% | -222.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling