+16.6%
KORU vs IEFA
+173.3%
-156.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -9.5% |
| 7D | +2.3% | -2.4% | +4.7% | +11.0% |
| 30D | +20.0% | -2.1% | +22.1% | +31.1% |
| 3M | -32.7% | +5.5% | -38.3% | -35.7% |
| 6M | +13.3% | +8.1% | +5.2% | +21.9% |
| YTD | +133.2% | +11.9% | +121.3% | +142.5% |
| 1Y | +357.3% | +18.1% | +339.2% | +316.5% |
| 3Y | +452.7% | +65.5% | +387.2% | +118.9% |
| 5Y | +47.2% | +50.1% | -2.8% | -3.8% |
| 10Y | +67.6% | +144.2% | -76.7% | -49.6% |
| All | +16.6% | +173.3% | -156.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling