+27.1%
KORU vs IDXX
+1,007.6%
-980.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.3% |
| 7D | -1.7% | -5.7% | +4.0% | +3.4% |
| 30D | +13.5% | -11.5% | +25.1% | +25.0% |
| 3M | -45.2% | -9.5% | -35.7% | -43.1% |
| 6M | +17.1% | -16.0% | +33.1% | +33.5% |
| YTD | +154.1% | -25.4% | +179.5% | +225.4% |
| 1Y | +375.7% | -21.8% | +397.4% | +480.4% |
| 3Y | +474.0% | +7.0% | +467.0% | +390.7% |
| 5Y | +60.4% | -26.0% | +86.4% | +89.9% |
| 10Y | +82.6% | +358.9% | -276.3% | -42.1% |
| All | +27.1% | +1,007.6% | -980.5% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling