+482.2%
KORU vs IEMG
+38.7%
+443.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.7% | +11.8% | +3.1% |
| 7D | +13.0% | +2.2% | +10.8% | -0.6% |
| 30D | +27.3% | +4.6% | +22.7% | +2.9% |
| 3M | -55.3% | +0.4% | -55.7% | -26.5% |
| 6M | +11.6% | +16.4% | -4.8% | +11.9% |
| YTD | +158.5% | +25.4% | +133.1% | +103.4% |
| 1Y | +482.2% | +38.3% | +443.9% | +221.0% |
| All | +482.2% | +38.7% | +443.4% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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