+29.3%
KORU vs IOVA
+119.7%
-90.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.0% | +12.4% | +13.3% |
| 7D | +13.0% | +9.7% | +3.3% | +12.0% |
| 30D | +27.3% | +102.5% | -75.3% | +17.3% |
| 3M | -55.3% | +100.7% | -156.0% | -58.9% |
| 6M | +11.6% | +106.3% | -94.7% | +1.9% |
| YTD | +158.5% | +222.0% | -63.4% | +125.2% |
| 1Y | +482.2% | +299.5% | +182.6% | +391.5% |
| 3Y | +471.9% | +42.9% | +429.0% | +400.0% |
| 5Y | +41.1% | -65.0% | +106.1% | +32.1% |
| 10Y | +80.2% | +10.3% | +69.9% | +55.4% |
| All | +29.3% | +119.7% | -90.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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