+82.9%
KORU vs IJR
+172.1%
-89.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +7.9% |
| 7D | -1.7% | -2.2% | +0.5% | +3.0% |
| 30D | +13.5% | -4.6% | +18.1% | +26.4% |
| 3M | -45.2% | +0.2% | -45.4% | -42.8% |
| 6M | +17.1% | +14.7% | +2.4% | +5.2% |
| YTD | +154.1% | +18.9% | +135.3% | +118.7% |
| 1Y | +375.7% | +19.9% | +355.7% | +306.6% |
| 3Y | +474.0% | +53.0% | +421.0% | +225.5% |
| 5Y | +60.4% | +40.9% | +19.6% | +18.6% |
| All | +82.9% | +172.1% | -89.1% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling