+27.1%
KORU vs IJH
+299.4%
-272.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +7.1% |
| 7D | -1.7% | -1.9% | +0.2% | +3.0% |
| 30D | +13.5% | -4.6% | +18.2% | +28.7% |
| 3M | -45.2% | -1.2% | -44.0% | -39.5% |
| 6M | +17.1% | +9.4% | +7.7% | +17.5% |
| YTD | +154.1% | +13.3% | +140.8% | +145.0% |
| 1Y | +375.7% | +13.4% | +362.3% | +362.3% |
| 3Y | +474.0% | +50.4% | +423.6% | +228.4% |
| 5Y | +60.4% | +49.0% | +11.5% | +6.7% |
| 10Y | +82.6% | +182.6% | -100.0% | -56.4% |
| All | +27.1% | +299.4% | -272.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling