+47.2%
KORU vs IAG
+796.9%
-749.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.2% | -10.3% | -11.4% |
| 7D | +2.3% | -4.1% | +6.4% | +4.5% |
| 30D | +20.0% | +10.6% | +9.4% | +14.7% |
| 3M | -32.7% | +35.4% | -68.1% | -40.4% |
| 6M | +13.3% | -9.5% | +22.9% | +26.3% |
| YTD | +133.2% | +21.8% | +111.4% | +133.8% |
| 1Y | +357.3% | +84.1% | +273.1% | +288.1% |
| 3Y | +452.7% | +817.4% | -364.7% | +130.9% |
| 5Y | +47.2% | +830.1% | -782.9% | -46.8% |
| All | +47.2% | +796.9% | -749.7% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling