+133.8%
KORU vs ILMN
+103.6%
+30.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.6% | +7.7% | +8.7% |
| 7D | -25.8% | -2.6% | -23.3% | -22.1% |
| 30D | -56.9% | -20.6% | -36.3% | -47.5% |
| 3M | -55.7% | +17.5% | -73.2% | -58.4% |
| 6M | -83.7% | +55.6% | -139.3% | -86.8% |
| YTD | -15.3% | +68.3% | -83.6% | -34.1% |
| 1Y | +3.4% | +81.1% | -77.8% | -22.7% |
| 3Y | +133.8% | +112.2% | +21.6% | +57.0% |
| All | +133.8% | +103.6% | +30.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling