+522.4%
KORU vs IBB
+64.8%
+457.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +5.5% |
| 7D | +24.3% | -1.7% | +26.0% | +27.7% |
| 30D | +37.3% | +4.9% | +32.5% | +23.6% |
| 3M | -32.8% | +24.2% | -57.0% | -55.9% |
| 6M | +36.9% | +23.8% | +13.1% | -3.5% |
| YTD | +162.6% | +23.0% | +139.7% | +91.1% |
| 1Y | +467.0% | +46.2% | +420.9% | +216.2% |
| 3Y | +522.4% | +64.8% | +457.5% | +178.4% |
| All | +522.4% | +64.8% | +457.5% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling