+133.8%
KORU vs XLP
+43.2%
+90.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.9% | +10.4% | +11.9% |
| 7D | -25.8% | +0.1% | -25.9% | -25.8% |
| 30D | -56.9% | +8.9% | -65.9% | -54.1% |
| 3M | -55.7% | +7.5% | -63.2% | -52.8% |
| 6M | -83.7% | +9.4% | -93.1% | -83.3% |
| YTD | -15.3% | +19.3% | -34.5% | -17.1% |
| 1Y | +3.4% | +21.7% | -18.4% | -1.1% |
| 3Y | +133.8% | +44.0% | +89.8% | +66.6% |
| All | +133.8% | +43.2% | +90.5% | +66.6% |
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