+474.0%
KORU vs IEF
+9.0%
+465.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.5% |
| 7D | -1.7% | -1.3% | -0.4% | +2.7% |
| 30D | +13.5% | -1.7% | +15.3% | +20.2% |
| 3M | -45.2% | -2.5% | -42.7% | -40.1% |
| 6M | +17.1% | -3.3% | +20.4% | +34.0% |
| YTD | +154.1% | -2.8% | +157.0% | +190.3% |
| 1Y | +375.7% | -2.7% | +378.4% | +442.1% |
| 3Y | +474.0% | +8.9% | +465.1% | +412.4% |
| All | +474.0% | +9.0% | +465.1% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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