+482.2%
KORU vs IRM
+34.4%
+447.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.6% | +11.8% | +10.5% |
| 7D | +13.0% | -0.5% | +13.5% | +14.0% |
| 30D | +27.3% | -8.1% | +35.4% | +49.5% |
| 3M | -55.3% | -9.7% | -45.6% | -43.1% |
| 6M | +11.6% | +10.0% | +1.6% | +14.5% |
| YTD | +158.5% | +43.0% | +115.5% | +117.3% |
| 1Y | +482.2% | +32.7% | +449.5% | +425.5% |
| All | +482.2% | +34.4% | +447.8% | +425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling