+7.6%
XLF vs KORU
+385.0%
-377.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | +0.6% |
| 7D | -1.5% | -1.7% | +0.2% | -1.5% |
| 30D | -1.2% | +13.5% | -14.7% | -1.2% |
| 3M | +9.2% | -45.2% | +54.4% | +9.1% |
| 6M | +16.3% | +17.1% | -0.8% | +12.0% |
| YTD | +5.4% | +154.1% | -148.7% | +0.3% |
| 1Y | +7.6% | +375.7% | -368.1% | +2.4% |
| All | +7.6% | +385.0% | -377.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling