-33.1%
KORU vs IR
+46.6%
-79.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.3% |
| 7D | +24.3% | +4.2% | +20.1% | +18.4% |
| 30D | -44.8% | +8.1% | -52.9% | -48.9% |
| 3M | -60.0% | +0.7% | -60.7% | -59.6% |
| 6M | -78.7% | +16.6% | -95.3% | -81.9% |
| YTD | -10.6% | +7.8% | -18.3% | -12.6% |
| 1Y | -3.8% | +9.9% | -13.7% | -8.5% |
| 3Y | +142.0% | +25.2% | +116.8% | +78.9% |
| 5Y | -33.1% | +46.8% | -79.8% | -62.7% |
| All | -33.1% | +46.6% | -79.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling