+11.9%
KORU vs IR
+271.9%
-260.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.9% | -11.8% |
| 7D | +2.3% | -3.1% | +5.4% | +5.9% |
| 30D | +20.0% | -14.0% | +34.0% | +41.4% |
| 3M | -32.7% | +3.7% | -36.5% | -34.5% |
| 6M | +13.3% | -15.4% | +28.7% | +42.1% |
| YTD | +133.2% | -7.7% | +140.9% | +168.3% |
| 1Y | +357.3% | -8.8% | +366.1% | +425.9% |
| 3Y | +452.7% | +5.6% | +447.1% | +437.9% |
| 5Y | +47.2% | +34.3% | +12.9% | +16.8% |
| All | +11.9% | +271.9% | -260.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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