+33.3%
KORU vs IAG
+217.6%
-184.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | +20.1% | +1.7% | +18.4% | +19.4% |
| 30D | +47.5% | +11.4% | +36.0% | +43.7% |
| 3M | -30.1% | +33.0% | -63.1% | -33.9% |
| 6M | +20.1% | -6.0% | +26.1% | +27.3% |
| YTD | +166.6% | +24.6% | +142.0% | +167.5% |
| 1Y | +458.9% | +105.0% | +353.9% | +403.2% |
| 3Y | +531.8% | +837.9% | -306.1% | +305.7% |
| 5Y | +67.7% | +817.0% | -749.3% | +4.7% |
| 10Y | +91.6% | +425.3% | -333.8% | +19.2% |
| All | +33.3% | +217.6% | -184.2% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling