+35.5%
XLV vs KORU
+58.1%
-22.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.2% | -0.5% |
| 7D | -3.6% | -1.7% | -1.8% | -3.5% |
| 30D | -1.8% | +13.5% | -15.4% | -2.6% |
| 3M | +7.8% | -45.2% | +53.0% | +8.3% |
| 6M | +9.1% | +17.1% | -8.0% | +0.2% |
| YTD | +7.7% | +154.1% | -146.4% | -8.1% |
| 1Y | +20.4% | +375.7% | -355.3% | -3.3% |
| 3Y | +30.8% | +474.0% | -443.2% | -1.1% |
| All | +35.5% | +58.1% | -22.6% | +10.8% |
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