+458.9%
KORU vs XLP
+6.1%
+452.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | -1.4% |
| 7D | +20.1% | -2.9% | +23.0% | +11.7% |
| 30D | +47.5% | -2.2% | +49.7% | +41.5% |
| 3M | -30.1% | -0.6% | -29.5% | -26.7% |
| 6M | +20.1% | -2.2% | +22.3% | +25.2% |
| YTD | +166.6% | +8.3% | +158.3% | +247.8% |
| 1Y | +458.9% | +5.7% | +453.2% | +617.1% |
| All | +458.9% | +6.1% | +452.8% | +617.1% |
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