-27.8%
KORU vs IP
+24.7%
-52.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.2% |
| 7D | -34.5% | 0.0% | -34.5% | -33.1% |
| 30D | -59.6% | +9.4% | -69.0% | -62.6% |
| 3M | -56.1% | -14.1% | -42.0% | -49.5% |
| 6M | -84.7% | +9.2% | -93.9% | -86.0% |
| YTD | -20.6% | -7.5% | -13.0% | -16.3% |
| 1Y | -13.9% | -2.8% | -11.1% | -13.8% |
| 3Y | +114.9% | +21.2% | +93.6% | +46.2% |
| 5Y | -36.0% | -11.5% | -24.5% | -38.6% |
| 10Y | -27.8% | +23.7% | -51.5% | -45.6% |
| All | -27.8% | +24.7% | -52.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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