+426.7%
KORU vs IAG
+796.9%
-370.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.2% | -10.3% | -11.2% |
| 7D | +2.3% | -4.1% | +6.4% | +4.9% |
| 30D | +20.0% | +10.6% | +9.4% | +13.7% |
| 3M | -32.7% | +35.4% | -68.1% | -41.8% |
| 6M | +13.3% | -9.5% | +22.9% | +24.6% |
| YTD | +133.2% | +21.8% | +111.4% | +133.6% |
| 1Y | +357.3% | +84.1% | +273.1% | +293.3% |
| All | +426.7% | +796.9% | -370.1% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling