+22.5%
KORU vs IAG
+56.5%
-34.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.2% | -15.5% | -16.6% |
| 7D | -24.3% | +1.1% | -25.4% | -25.9% |
| 30D | -54.2% | -5.3% | -49.0% | -51.6% |
| 3M | -45.4% | +18.0% | -63.5% | -55.5% |
| 6M | -66.5% | +7.1% | -73.6% | -64.8% |
| YTD | +14.9% | +5.9% | +9.0% | +45.1% |
| 1Y | +22.5% | +59.4% | -36.9% | +18.9% |
| All | +22.5% | +56.5% | -34.0% | +18.9% |
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