+82.9%
KORU vs XYL
+150.5%
-67.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.5% |
| 7D | -1.7% | +1.2% | -2.9% | -3.1% |
| 30D | +13.5% | -11.9% | +25.5% | +33.9% |
| 3M | -45.2% | -1.5% | -43.7% | -45.9% |
| 6M | +17.1% | -11.9% | +29.0% | +38.5% |
| YTD | +154.1% | -20.6% | +174.7% | +241.9% |
| 1Y | +375.7% | -23.5% | +399.2% | +573.0% |
| 3Y | +474.0% | +14.9% | +459.2% | +373.4% |
| 5Y | +60.4% | -15.3% | +75.7% | +101.3% |
| All | +82.9% | +150.5% | -67.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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