+22.5%
KORU vs XLP
+24.3%
-1.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.6% | +4.4% |
| 7D | -24.3% | +5.9% | -30.2% | -9.3% |
| 30D | -54.2% | +13.5% | -67.7% | -31.9% |
| 3M | -45.4% | +8.4% | -53.9% | -26.4% |
| 6M | -66.5% | +11.5% | -78.0% | -51.6% |
| YTD | +14.9% | +20.6% | -5.7% | +101.3% |
| 1Y | +22.5% | +24.3% | -1.8% | +122.1% |
| All | +22.5% | +24.3% | -1.8% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling