+144.5%
IBM vs KORU
+81.6%
+62.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +3.6% | +20.1% | -16.5% | +1.8% |
| 30D | +1.5% | +47.5% | -45.9% | -2.7% |
| 3M | -12.9% | -30.1% | +17.1% | -15.8% |
| 6M | -3.9% | +20.1% | -24.0% | -18.6% |
| YTD | -17.3% | +166.6% | -183.9% | -39.1% |
| 1Y | -5.0% | +458.9% | -463.9% | -37.9% |
| 3Y | +78.2% | +531.8% | -453.5% | +6.9% |
| 5Y | +120.6% | +67.7% | +52.9% | +51.2% |
| 10Y | +144.5% | +91.6% | +52.9% | +34.7% |
| All | +144.5% | +81.6% | +62.9% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling