+515.7%
KORU vs XLP
+28.2%
+487.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +13.3% |
| 7D | +13.0% | -1.0% | +14.0% | +12.8% |
| 30D | +27.3% | -0.9% | +28.2% | +27.1% |
| 3M | -55.3% | +3.8% | -59.1% | -58.2% |
| 6M | +11.6% | -1.7% | +13.3% | +10.7% |
| YTD | +158.5% | +10.3% | +148.3% | +131.6% |
| 1Y | +482.2% | +7.8% | +474.4% | +431.3% |
| All | +515.7% | +28.2% | +487.5% | +296.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling