+56.9%
KORU vs IFF
-35.8%
+92.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.4% |
| 7D | -1.7% | -3.2% | +1.5% | +1.0% |
| 30D | +13.5% | -0.3% | +13.8% | +13.8% |
| 3M | -45.2% | +8.4% | -53.6% | -50.7% |
| 6M | +17.1% | +23.0% | -5.9% | -2.4% |
| YTD | +154.1% | +25.5% | +128.7% | +107.5% |
| 1Y | +375.7% | +29.1% | +346.6% | +276.3% |
| 3Y | +474.0% | +31.7% | +442.4% | +343.9% |
| All | +56.9% | -35.8% | +92.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling