+47.2%
KORU vs XLC
+37.9%
+9.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.6% | -13.1% | -13.6% |
| 7D | +2.3% | -1.7% | +4.0% | +4.9% |
| 30D | +20.0% | +0.2% | +19.8% | +18.4% |
| 3M | -32.7% | +0.7% | -33.4% | -38.2% |
| 6M | +13.3% | -4.5% | +17.8% | +22.0% |
| YTD | +133.2% | -4.7% | +137.9% | +151.5% |
| 1Y | +357.3% | -1.5% | +358.8% | +367.3% |
| 3Y | +452.7% | +72.2% | +380.4% | +127.2% |
| 5Y | +47.2% | +39.3% | +7.9% | -9.9% |
| All | +47.2% | +37.9% | +9.3% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling