+82.9%
KORU vs IAG
+427.6%
-344.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | +13.5% | +12.1% | +1.4% | +9.8% |
| 3M | -45.2% | +25.5% | -70.7% | -48.3% |
| 6M | +17.1% | -7.1% | +24.2% | +26.1% |
| YTD | +154.1% | +22.9% | +131.3% | +155.8% |
| 1Y | +375.7% | +83.3% | +292.3% | +329.9% |
| 3Y | +474.0% | +808.5% | -334.5% | +236.1% |
| 5Y | +60.4% | +838.0% | -777.5% | -10.6% |
| All | +82.9% | +427.6% | -344.7% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling