+375.7%
KORU vs IEFA
+18.9%
+356.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +1.7% |
| 7D | -1.7% | -1.6% | -0.1% | +10.6% |
| 30D | +13.5% | -1.5% | +15.0% | +30.4% |
| 3M | -45.2% | +3.4% | -48.6% | -48.2% |
| 6M | +17.1% | +9.5% | +7.6% | +7.3% |
| YTD | +154.1% | +13.0% | +141.1% | +125.0% |
| 1Y | +375.7% | +18.0% | +357.7% | +259.8% |
| All | +375.7% | +18.9% | +356.8% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling