+67.9%
KORU vs IBB
+125.2%
-57.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -10.4% |
| 7D | +2.3% | -5.2% | +7.5% | +11.1% |
| 30D | +20.0% | +1.5% | +18.6% | +16.4% |
| 3M | -32.7% | +22.1% | -54.9% | -51.0% |
| 6M | +13.3% | +17.7% | -4.4% | -7.6% |
| YTD | +133.2% | +20.2% | +113.0% | +88.5% |
| 1Y | +357.3% | +44.4% | +312.8% | +182.0% |
| 3Y | +452.7% | +61.1% | +391.6% | +199.3% |
| 5Y | +47.2% | +18.5% | +28.7% | +31.0% |
| All | +67.9% | +125.2% | -57.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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