+103.6%
IBM vs KORU
-54.0%
+157.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.0% |
| 7D | -0.3% | +24.3% | -24.7% | -2.4% |
| 30D | +6.8% | -44.8% | +51.6% | +10.7% |
| 3M | +4.4% | -60.0% | +64.4% | +9.7% |
| 6M | +13.2% | -78.7% | +91.9% | +15.8% |
| YTD | -15.1% | -10.6% | -4.6% | -32.6% |
| 1Y | -20.2% | -3.8% | -16.4% | -37.4% |
| 3Y | +79.3% | +142.0% | -62.7% | +15.5% |
| 5Y | +147.5% | -33.1% | +180.5% | +78.4% |
| 10Y | +140.2% | -18.5% | +158.6% | +39.6% |
| All | +103.6% | -54.0% | +157.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling