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  • XLE vs KORU✓SelectedUSD · KORUXLE vs KORU performance historyLatest closeAs of-0.87%09/04
Stock and ETF performance explorer

XLE vs KORU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+163.6%
KORU return
+32.9%
Excess return
+130.7%
Maximum drawdown
-71.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKORUExcessAlpha
1D-0.9%+13.4%-14.3%-2.6%
7D+2.2%+13.0%-10.8%+0.4%
30D+11.8%+27.3%-15.5%+6.9%
3M+9.8%-55.3%+65.1%+10.5%
6M+15.6%+11.6%+4.0%-8.3%
YTD+45.3%+158.5%-113.3%-4.5%
1Y+48.3%+482.2%-433.8%-18.4%
3Y+55.4%+471.9%-416.5%-22.6%
5Y+216.1%+41.1%+175.0%+93.5%
10Y+178.4%+80.2%+98.2%+23.3%
All+163.6%+32.9%+130.7%+13.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling