+47.5%
KORU vs XLP
+32.7%
+14.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +14.1% |
| 7D | +13.0% | -1.0% | +14.0% | +13.8% |
| 30D | +27.3% | -0.9% | +28.2% | +27.1% |
| 3M | -55.3% | +3.8% | -59.1% | -61.4% |
| 6M | +11.6% | -1.7% | +13.3% | +4.9% |
| YTD | +158.5% | +10.3% | +148.3% | +105.2% |
| 1Y | +482.2% | +7.8% | +474.4% | +370.0% |
| 3Y | +471.9% | +27.2% | +444.7% | +230.5% |
| All | +47.5% | +32.7% | +14.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling