+375.7%
KORU vs IAG
+86.2%
+289.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.1% |
| 7D | -1.7% | -1.1% | -0.6% | -0.3% |
| 30D | +13.5% | +12.1% | +1.4% | +1.6% |
| 3M | -45.2% | +25.5% | -70.7% | -55.8% |
| 6M | +17.1% | -7.1% | +24.2% | +25.7% |
| YTD | +154.1% | +22.9% | +131.3% | +157.0% |
| 1Y | +375.7% | +83.3% | +292.3% | +284.8% |
| All | +375.7% | +86.2% | +289.5% | +284.8% |
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 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