+70.8%
KORU vs XLP
+102.6%
-31.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.6% |
| 7D | +24.3% | -1.4% | +25.7% | +27.0% |
| 30D | +37.3% | -1.3% | +38.6% | +37.8% |
| 3M | -32.8% | +1.8% | -34.6% | -42.1% |
| 6M | +36.9% | -0.8% | +37.7% | +19.7% |
| YTD | +162.6% | +9.5% | +153.1% | +92.7% |
| 1Y | +467.0% | +7.2% | +459.9% | +322.2% |
| 3Y | +522.4% | +27.1% | +495.2% | +221.1% |
| 5Y | +57.9% | +32.0% | +25.8% | -21.8% |
| 10Y | +70.8% | +102.9% | -32.1% | -57.7% |
| All | +70.8% | +102.6% | -31.8% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling