+502.1%
KORU vs XLC
+70.4%
+431.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.7% |
| 7D | +20.1% | -1.4% | +21.5% | +23.0% |
| 30D | +47.5% | -0.9% | +48.4% | +48.5% |
| 3M | -30.1% | -0.3% | -29.7% | -34.8% |
| 6M | +20.1% | -5.2% | +25.3% | +34.2% |
| YTD | +166.6% | -5.3% | +171.9% | +196.9% |
| 1Y | +458.9% | -2.8% | +461.8% | +490.4% |
| All | +502.1% | +70.4% | +431.7% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling