+82.9%
KORU vs XLI
+260.4%
-177.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +6.4% |
| 7D | -1.7% | -1.7% | 0.0% | +2.6% |
| 30D | +13.5% | -7.3% | +20.8% | +37.7% |
| 3M | -45.2% | -1.3% | -43.9% | -37.8% |
| 6M | +17.1% | +2.2% | +14.9% | +36.6% |
| YTD | +154.1% | +11.7% | +142.4% | +154.0% |
| 1Y | +375.7% | +14.3% | +361.4% | +356.4% |
| 3Y | +474.0% | +70.3% | +403.7% | +144.2% |
| 5Y | +60.4% | +82.3% | -21.9% | -34.3% |
| All | +82.9% | +260.4% | -177.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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