-20.7%
KORU vs XRT
+136.4%
-157.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -6.0% |
| 7D | +11.1% | +1.7% | +9.4% | +9.1% |
| 30D | -40.6% | +7.5% | -48.1% | -46.5% |
| 3M | -63.9% | +2.2% | -66.1% | -65.5% |
| 6M | -82.8% | +14.7% | -97.5% | -85.9% |
| YTD | -15.4% | +7.5% | -22.9% | -20.8% |
| 1Y | -3.3% | +14.1% | -17.4% | -16.3% |
| 3Y | +136.2% | +58.8% | +77.4% | +39.2% |
| 5Y | -36.7% | -3.9% | -32.8% | -27.6% |
| All | -20.7% | +136.4% | -157.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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