+474.0%
KORU vs IDXX
+7.6%
+466.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.2% |
| 7D | -1.7% | -5.7% | +4.0% | +2.3% |
| 30D | +13.5% | -11.5% | +25.1% | +22.5% |
| 3M | -45.2% | -9.5% | -35.7% | -43.7% |
| 6M | +17.1% | -16.0% | +33.1% | +30.7% |
| YTD | +154.1% | -25.4% | +179.5% | +211.1% |
| 1Y | +375.7% | -21.8% | +397.4% | +462.5% |
| 3Y | +474.0% | +7.0% | +467.0% | +381.8% |
| All | +474.0% | +7.6% | +466.5% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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