+386.2%
XLF vs KORU
+35.0%
+351.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +0.2% | +24.3% | -24.1% | -2.5% |
| 30D | -0.5% | +37.3% | -37.8% | -5.2% |
| 3M | +10.6% | -32.8% | +43.4% | +7.8% |
| 6M | +14.3% | +36.9% | -22.6% | -8.8% |
| YTD | +5.5% | +162.6% | -157.1% | -26.6% |
| 1Y | +9.6% | +467.0% | -457.5% | -34.5% |
| 3Y | +75.2% | +522.4% | -447.2% | -5.3% |
| 5Y | +65.5% | +57.9% | +7.7% | +6.2% |
| 10Y | +246.4% | +70.8% | +175.7% | +75.2% |
| All | +386.2% | +35.0% | +351.2% | +134.6% |
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