+474.0%
KORU vs IBKR
+291.8%
+182.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +6.4% |
| 7D | -1.7% | -1.3% | -0.4% | +0.1% |
| 30D | +13.5% | -0.2% | +13.8% | +15.6% |
| 3M | -45.2% | +3.0% | -48.2% | -44.3% |
| 6M | +17.1% | +33.9% | -16.7% | +2.7% |
| YTD | +154.1% | +42.5% | +111.6% | +118.5% |
| 1Y | +375.7% | +44.9% | +330.8% | +311.3% |
| 3Y | +474.0% | +293.0% | +181.0% | +209.2% |
| All | +474.0% | +291.8% | +182.2% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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