+474.0%
KORU vs IEMG
+83.7%
+390.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +2.9% |
| 7D | -1.7% | -1.3% | -0.4% | +5.8% |
| 30D | +13.5% | +1.9% | +11.6% | +9.8% |
| 3M | -45.2% | +1.4% | -46.6% | -26.8% |
| 6M | +17.1% | +15.2% | +2.0% | +40.4% |
| YTD | +154.1% | +23.8% | +130.3% | +165.0% |
| 1Y | +375.7% | +30.7% | +345.0% | +334.1% |
| 3Y | +474.0% | +83.3% | +390.7% | +85.6% |
| All | +474.0% | +83.7% | +390.4% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling