+54.7%
XLE vs KORU
+518.0%
-463.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.4% | -14.3% | -1.0% |
| 7D | +2.2% | +13.0% | -10.8% | +2.1% |
| 30D | +11.8% | +27.3% | -15.5% | +11.3% |
| 3M | +9.8% | -55.3% | +65.1% | +10.3% |
| 6M | +15.6% | +11.6% | +4.0% | +10.0% |
| YTD | +45.3% | +158.5% | -113.3% | +28.0% |
| 1Y | +48.3% | +482.2% | -433.8% | +21.4% |
| All | +54.7% | +518.0% | -463.3% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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