+493.2%
KORU vs IR
+7.9%
+485.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +3.5% |
| 7D | +24.3% | +0.6% | +23.7% | +23.6% |
| 30D | +37.3% | -13.6% | +50.9% | +62.9% |
| 3M | -32.8% | +3.7% | -36.5% | -34.8% |
| 6M | +36.9% | -13.1% | +50.0% | +66.0% |
| YTD | +162.6% | -5.1% | +167.7% | +194.0% |
| 1Y | +467.0% | -6.5% | +473.5% | +537.5% |
| All | +493.2% | +7.9% | +485.3% | +386.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling