+16.6%
KORU vs IEMG
+128.5%
-111.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -6.0% |
| 7D | +2.3% | -0.9% | +3.2% | +6.3% |
| 30D | +20.0% | +2.1% | +17.9% | +17.9% |
| 3M | -32.7% | +4.6% | -37.3% | -19.9% |
| 6M | +13.3% | +14.0% | -0.7% | +45.5% |
| YTD | +133.2% | +22.3% | +110.9% | +171.2% |
| 1Y | +357.3% | +30.7% | +326.6% | +363.1% |
| 3Y | +452.7% | +83.2% | +369.5% | +168.5% |
| 5Y | +47.2% | +47.0% | +0.2% | +69.9% |
| 10Y | +67.6% | +139.9% | -72.3% | +10.2% |
| All | +16.6% | +128.5% | -111.8% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling