+56.9%
KORU vs IDXX
-26.5%
+83.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.3% |
| 7D | -1.7% | -5.7% | +4.0% | +3.1% |
| 30D | +13.5% | -11.5% | +25.1% | +24.2% |
| 3M | -45.2% | -9.5% | -35.7% | -43.3% |
| 6M | +17.1% | -16.0% | +33.1% | +32.7% |
| YTD | +154.1% | -25.4% | +179.5% | +220.9% |
| 1Y | +375.7% | -21.8% | +397.4% | +474.9% |
| 3Y | +474.0% | +7.0% | +467.0% | +391.6% |
| All | +56.9% | -26.5% | +83.5% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling