+57.9%
KORU vs ILMN
-52.9%
+110.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.6% |
| 7D | +24.3% | +1.9% | +22.4% | +22.6% |
| 30D | +37.3% | +12.3% | +25.0% | +28.1% |
| 3M | -32.8% | +33.5% | -66.3% | -43.4% |
| 6M | +36.9% | +69.4% | -32.5% | +3.1% |
| YTD | +162.6% | +60.9% | +101.7% | +100.9% |
| 1Y | +467.0% | +115.0% | +352.1% | +259.1% |
| 3Y | +522.4% | +37.0% | +485.4% | +387.2% |
| 5Y | +57.9% | -53.1% | +111.0% | +127.5% |
| All | +57.9% | -52.9% | +110.8% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling