+16.6%
KORU vs IJR
+299.8%
-283.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -10.8% |
| 7D | +2.3% | -2.3% | +4.6% | +7.4% |
| 30D | +20.0% | -4.7% | +24.7% | +33.7% |
| 3M | -32.7% | +2.1% | -34.9% | -31.6% |
| 6M | +13.3% | +13.9% | -0.5% | +3.3% |
| YTD | +133.2% | +18.2% | +115.0% | +102.9% |
| 1Y | +357.3% | +21.8% | +335.4% | +280.5% |
| 3Y | +452.7% | +52.2% | +400.5% | +218.3% |
| 5Y | +47.2% | +40.1% | +7.1% | +10.5% |
| 10Y | +67.6% | +169.7% | -102.1% | -52.3% |
| All | +16.6% | +299.8% | -283.1% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling