+29.3%
KORU vs XLP
+199.2%
-169.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +14.8% |
| 7D | +13.0% | -1.0% | +14.0% | +14.7% |
| 30D | +27.3% | -0.9% | +28.2% | +26.9% |
| 3M | -55.3% | +3.8% | -59.1% | -63.9% |
| 6M | +11.6% | -1.7% | +13.3% | 0.0% |
| YTD | +158.5% | +10.3% | +148.3% | +86.7% |
| 1Y | +482.2% | +7.8% | +474.4% | +327.3% |
| 3Y | +471.9% | +27.2% | +444.7% | +195.5% |
| 5Y | +41.1% | +32.5% | +8.6% | -30.3% |
| 10Y | +80.2% | +101.8% | -21.6% | -55.0% |
| All | +29.3% | +199.2% | -169.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling