+474.0%
KORU vs IJH
+49.7%
+424.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +6.6% |
| 7D | -1.7% | -1.9% | +0.2% | +4.5% |
| 30D | +13.5% | -4.6% | +18.2% | +33.8% |
| 3M | -45.2% | -1.2% | -44.0% | -37.9% |
| 6M | +17.1% | +9.4% | +7.7% | +18.3% |
| YTD | +154.1% | +13.3% | +140.8% | +147.6% |
| 1Y | +375.7% | +13.4% | +362.3% | +367.1% |
| 3Y | +474.0% | +50.4% | +423.6% | +225.7% |
| All | +474.0% | +49.7% | +424.3% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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