+82.9%
KORU vs XLY
+220.9%
-138.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +7.1% |
| 7D | -1.7% | -1.7% | 0.0% | +2.0% |
| 30D | +13.5% | -4.2% | +17.7% | +23.5% |
| 3M | -45.2% | -2.7% | -42.5% | -43.2% |
| 6M | +17.1% | -0.6% | +17.8% | +30.3% |
| YTD | +154.1% | -5.0% | +159.2% | +213.2% |
| 1Y | +375.7% | -4.1% | +379.8% | +482.1% |
| 3Y | +474.0% | +33.6% | +440.4% | +267.0% |
| 5Y | +60.4% | +28.7% | +31.7% | +13.7% |
| All | +82.9% | +220.9% | -138.0% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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