-40.3%
KORU vs INIO
-40.3%
0.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.7% | -6.8% | -3.3% |
| 7D | +2.3% | -3.4% | +5.7% | +7.9% |
| 30D | +20.0% | -28.6% | +48.6% | +109.8% |
| 3M | -32.7% | -37.6% | +4.9% | +72.7% |
| All | -40.3% | -40.3% | 0.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling