+82.9%
KORU vs XLRE
+89.0%
-6.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +7.6% |
| 7D | -1.7% | -1.2% | -0.5% | +0.4% |
| 30D | +13.5% | -2.4% | +15.9% | +18.2% |
| 3M | -45.2% | -2.5% | -42.7% | -46.3% |
| 6M | +17.1% | +4.0% | +13.2% | +3.5% |
| YTD | +154.1% | +9.3% | +144.9% | +107.1% |
| 1Y | +375.7% | +5.6% | +370.1% | +308.5% |
| 3Y | +474.0% | +31.3% | +442.7% | +252.8% |
| 5Y | +60.4% | +9.5% | +50.9% | +41.8% |
| All | +82.9% | +89.0% | -6.1% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling