+91.6%
KORU vs ILMN
+25.5%
+66.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +3.5% |
| 7D | +20.1% | -3.9% | +24.0% | +23.0% |
| 30D | +47.5% | +6.9% | +40.6% | +41.4% |
| 3M | -30.1% | +28.1% | -58.2% | -40.6% |
| 6M | +20.1% | +65.0% | -44.8% | -11.0% |
| YTD | +166.6% | +56.3% | +110.3% | +101.1% |
| 1Y | +458.9% | +108.7% | +350.2% | +238.8% |
| 3Y | +531.8% | +33.1% | +498.7% | +387.7% |
| 5Y | +67.7% | -54.1% | +121.8% | +162.0% |
| 10Y | +91.6% | +27.8% | +63.7% | +57.7% |
| All | +91.6% | +25.5% | +66.1% | +57.7% |
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