+67.9%
KORU vs XRT
+125.1%
-57.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.7% | -11.5% |
| 7D | +2.3% | -3.6% | +5.9% | +7.4% |
| 30D | +20.0% | -6.7% | +26.7% | +30.5% |
| 3M | -32.7% | -1.4% | -31.3% | -32.9% |
| 6M | +13.3% | +1.7% | +11.6% | +14.2% |
| YTD | +133.2% | -1.5% | +134.7% | +147.4% |
| 1Y | +357.3% | -2.5% | +359.7% | +392.6% |
| 3Y | +452.7% | +39.9% | +412.8% | +290.7% |
| 5Y | +47.2% | -2.6% | +49.8% | +66.6% |
| All | +67.9% | +125.1% | -57.2% | -42.4% |
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