+150.1%
IBM vs KORU
-38.2%
+188.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.2% |
| 7D | +1.6% | +11.1% | -9.6% | +1.0% |
| 30D | +9.2% | -40.6% | +49.8% | +10.7% |
| 3M | +4.9% | -63.9% | +68.8% | +7.8% |
| 6M | +16.8% | -82.8% | +99.6% | +19.6% |
| YTD | -14.3% | -15.4% | +1.1% | -27.2% |
| 1Y | -16.7% | -3.3% | -13.5% | -30.4% |
| 3Y | +82.2% | +136.2% | -53.9% | +31.4% |
| All | +150.1% | -38.2% | +188.3% | +89.4% |
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