-55.3%
KORU vs IBB
+307.8%
-363.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.8% | -2.1% |
| 7D | +24.3% | +1.6% | +22.7% | +22.4% |
| 30D | -44.8% | +6.7% | -51.5% | -47.3% |
| 3M | -60.0% | +6.3% | -66.4% | -61.7% |
| 6M | -78.7% | +23.9% | -102.6% | -82.8% |
| YTD | -10.6% | +26.6% | -37.1% | -26.2% |
| 1Y | -3.8% | +29.6% | -33.4% | -23.1% |
| 3Y | +142.0% | +86.1% | +55.9% | +29.8% |
| 5Y | -33.1% | +40.3% | -73.4% | -47.1% |
| 10Y | -18.5% | +128.1% | -146.5% | -52.8% |
| All | -55.3% | +307.8% | -363.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling