-14.3%
KORU vs ILMN
+59.3%
-73.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.9% | +19.4% | +19.1% |
| 7D | -18.1% | -6.0% | -12.1% | -11.8% |
| 30D | -45.7% | -23.0% | -22.7% | -32.1% |
| 3M | -51.6% | +10.4% | -62.0% | -53.1% |
| 6M | -82.6% | +49.4% | -132.0% | -86.1% |
| YTD | -5.9% | +62.3% | -68.3% | -28.8% |
| 1Y | +3.3% | +73.7% | -70.4% | -25.3% |
| 3Y | +154.5% | +122.5% | +32.0% | +42.1% |
| 5Y | -26.6% | -43.2% | +16.6% | +2.0% |
| 10Y | -14.3% | +59.0% | -73.2% | -22.2% |
| All | -14.3% | +59.3% | -73.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling