+114.9%
KORU vs IBB
+89.8%
+25.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.2% | -4.2% |
| 7D | -34.5% | +0.8% | -35.3% | -32.3% |
| 30D | -59.6% | +5.2% | -64.8% | -61.2% |
| 3M | -56.1% | +8.6% | -64.6% | -60.6% |
| 6M | -84.7% | +27.8% | -112.5% | -89.7% |
| YTD | -20.6% | +28.8% | -49.4% | -43.6% |
| 1Y | -13.9% | +36.4% | -50.3% | -44.3% |
| 3Y | +114.9% | +89.3% | +25.5% | -7.1% |
| All | +114.9% | +89.8% | +25.1% | -7.1% |
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