+29.1%
XLV vs KORU
-19.7%
+48.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -37.4% | +34.9% | -2.7% |
| 7D | +0.5% | -48.7% | +49.2% | +0.1% |
| 30D | +10.7% | -68.9% | +79.6% | +10.1% |
| 3M | +13.1% | -64.6% | +77.7% | +12.6% |
| 6M | +28.3% | -82.2% | +110.5% | +25.9% |
| YTD | +20.9% | -28.1% | +49.0% | +12.9% |
| 1Y | +29.1% | -25.1% | +54.2% | +20.5% |
| All | +29.1% | -19.7% | +48.8% | +20.5% |
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 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