-59.0%
KORU vs XLC
+137.2%
-196.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -7.4% |
| 7D | +11.1% | +3.7% | +7.4% | +4.1% |
| 30D | -40.6% | -1.9% | -38.7% | -37.8% |
| 3M | -63.9% | -3.1% | -60.8% | -62.2% |
| 6M | -82.8% | -6.4% | -76.5% | -81.6% |
| YTD | -15.4% | -6.8% | -8.6% | -5.4% |
| 1Y | -3.3% | -1.7% | -1.6% | -2.5% |
| 3Y | +136.2% | +64.7% | +71.5% | -6.0% |
| 5Y | -36.7% | +41.1% | -77.8% | -62.3% |
| All | -59.0% | +137.2% | -196.2% | -89.8% |
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