+83.0%
IBM vs KORU
+165.3%
-82.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +18.4% | -16.9% | +1.0% |
| 7D | -1.7% | -18.1% | +16.4% | -1.5% |
| 30D | +10.1% | -45.7% | +55.8% | +11.3% |
| 3M | +4.8% | -51.6% | +56.4% | +5.8% |
| 6M | +12.6% | -82.6% | +95.2% | +14.5% |
| YTD | -13.9% | -5.9% | -8.0% | -27.8% |
| 1Y | -18.7% | +3.3% | -22.0% | -32.8% |
| All | +83.0% | +165.3% | -82.3% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling