+75.4%
IVV vs KORU
+78.5%
-3.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -0.1% |
| 7D | -2.7% | -35.0% | +32.3% | -0.3% |
| 30D | -5.4% | -65.5% | +60.2% | +0.8% |
| 3M | -4.1% | -58.9% | +54.8% | -0.3% |
| 6M | +0.7% | -83.5% | +84.3% | +5.4% |
| YTD | +8.7% | -23.9% | +32.6% | -8.9% |
| 1Y | +11.0% | -12.4% | +23.4% | -9.2% |
| 3Y | +75.4% | +82.1% | -6.7% | +18.8% |
| All | +75.4% | +78.5% | -3.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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