+250.5%
KORU vs IRE
-84.0%
+334.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.8% | +8.3% | +4.3% |
| 7D | +20.1% | +29.0% | -8.9% | +7.9% |
| 30D | +47.5% | +24.2% | +23.2% | +33.4% |
| 3M | -30.1% | -53.2% | +23.1% | -13.0% |
| 6M | +20.1% | -36.0% | +56.2% | +37.5% |
| YTD | +166.6% | -51.0% | +217.6% | +210.5% |
| All | +250.5% | -84.0% | +334.5% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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