+426.7%
KORU vs XYL
+15.2%
+411.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -11.4% |
| 7D | +2.3% | -1.2% | +3.6% | +3.5% |
| 30D | +20.0% | -13.2% | +33.2% | +41.1% |
| 3M | -32.7% | -0.2% | -32.6% | -35.5% |
| 6M | +13.3% | -12.5% | +25.8% | +31.8% |
| YTD | +133.2% | -20.9% | +154.1% | +201.2% |
| 1Y | +357.3% | -21.6% | +378.8% | +498.1% |
| All | +426.7% | +15.2% | +411.5% | +390.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling