+482.2%
KORU vs IAG
+119.5%
+362.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.6% | +15.7% |
| 7D | +13.0% | -0.5% | +13.5% | +13.4% |
| 30D | +27.3% | +28.9% | -1.6% | -3.5% |
| 3M | -55.3% | +19.1% | -74.4% | -59.8% |
| 6M | +11.6% | -10.3% | +21.9% | +21.7% |
| YTD | +158.5% | +24.2% | +134.3% | +157.0% |
| 1Y | +482.2% | +116.5% | +365.7% | +357.2% |
| All | +482.2% | +119.5% | +362.6% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling