+33.3%
KORU vs IEF
+14.8%
+18.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +47.5% | -0.6% | +48.0% | +47.5% |
| 3M | -30.1% | -1.0% | -29.1% | -30.1% |
| 6M | +20.1% | -3.1% | +23.2% | +18.7% |
| YTD | +166.6% | -1.9% | +168.5% | +164.7% |
| 1Y | +458.9% | -1.4% | +460.3% | +456.5% |
| 3Y | +531.8% | +9.8% | +522.0% | +557.7% |
| 5Y | +67.7% | -8.8% | +76.5% | +23.5% |
| 10Y | +91.6% | +4.7% | +86.9% | +79.6% |
| All | +33.3% | +14.8% | +18.5% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling