+22.5%
KORU vs IJR
+24.2%
-1.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -12.3% |
| 7D | -24.3% | +2.3% | -26.6% | -33.7% |
| 30D | -54.2% | +2.8% | -57.0% | -61.3% |
| 3M | -45.4% | -4.6% | -40.8% | -26.7% |
| 6M | -66.5% | +5.7% | -72.1% | -67.7% |
| YTD | +14.9% | +19.9% | -5.0% | -19.1% |
| 1Y | +22.5% | +24.2% | -1.6% | -19.3% |
| All | +22.5% | +24.2% | -1.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling