+474.0%
KORU vs XLU
+47.0%
+427.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.3% |
| 7D | -1.7% | -1.6% | -0.1% | +0.1% |
| 30D | +13.5% | -3.3% | +16.8% | +17.7% |
| 3M | -45.2% | -3.2% | -42.0% | -44.0% |
| 6M | +17.1% | -7.0% | +24.1% | +24.9% |
| YTD | +154.1% | +0.6% | +153.5% | +149.4% |
| 1Y | +375.7% | +2.4% | +373.2% | +356.5% |
| 3Y | +474.0% | +46.3% | +427.8% | +236.6% |
| All | +474.0% | +47.0% | +427.0% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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