+82.9%
KORU vs BIIB
-26.2%
+109.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.7% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | +13.5% | +4.0% | +9.6% | +11.3% |
| 3M | -45.2% | +8.6% | -53.8% | -48.4% |
| 6M | +17.1% | +14.0% | +3.1% | +7.8% |
| YTD | +154.1% | +23.4% | +130.7% | +126.6% |
| 1Y | +375.7% | +45.9% | +329.8% | +293.9% |
| 3Y | +474.0% | -16.1% | +490.1% | +492.6% |
| 5Y | +60.4% | -27.6% | +88.0% | +71.9% |
| All | +82.9% | -26.2% | +109.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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