+65.0%
XLF vs KORU
+43.7%
+21.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.5% | +12.2% | +0.4% |
| 7D | -2.9% | +2.3% | -5.2% | -3.1% |
| 30D | -1.6% | +20.0% | -21.6% | -3.4% |
| 3M | +9.3% | -32.7% | +42.0% | +7.5% |
| 6M | +14.6% | +13.3% | +1.3% | +0.3% |
| YTD | +4.7% | +133.2% | -128.5% | -18.4% |
| 1Y | +8.6% | +357.3% | -348.6% | -24.1% |
| 3Y | +73.9% | +452.7% | -378.8% | +9.8% |
| 5Y | +65.0% | +47.2% | +17.8% | +23.2% |
| All | +65.0% | +43.7% | +21.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling