+23.2%
KORU vs XLC
+145.0%
-121.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +7.1% |
| 7D | -1.7% | +0.5% | -2.2% | -2.8% |
| 30D | +13.5% | +2.1% | +11.4% | +8.2% |
| 3M | -45.2% | +0.7% | -45.9% | -50.1% |
| 6M | +17.1% | -3.2% | +20.3% | +23.0% |
| YTD | +154.1% | -3.8% | +157.9% | +169.0% |
| 1Y | +375.7% | -2.0% | +377.7% | +389.8% |
| 3Y | +474.0% | +71.4% | +402.7% | +115.7% |
| 5Y | +60.4% | +40.7% | +19.7% | -2.5% |
| All | +23.2% | +145.0% | -121.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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