+31.4%
KORU vs XYL
+362.8%
-331.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | -2.0% |
| 7D | +24.3% | +1.8% | +22.5% | +21.2% |
| 30D | +37.3% | -9.2% | +46.5% | +54.4% |
| 3M | -32.8% | -0.3% | -32.5% | -34.2% |
| 6M | +36.9% | -11.0% | +47.9% | +58.7% |
| YTD | +162.6% | -19.2% | +181.8% | +241.2% |
| 1Y | +467.0% | -21.2% | +488.2% | +660.8% |
| 3Y | +522.4% | +18.6% | +503.8% | +404.9% |
| 5Y | +57.9% | -14.3% | +72.2% | +94.6% |
| 10Y | +70.8% | +141.0% | -70.3% | -22.3% |
| All | +31.4% | +362.8% | -331.4% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling