+82.9%
KORU vs IRM
+440.8%
-357.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +6.9% |
| 7D | -1.7% | -1.4% | -0.3% | +0.1% |
| 30D | +13.5% | -7.4% | +20.9% | +24.0% |
| 3M | -45.2% | -7.4% | -37.9% | -39.4% |
| 6M | +17.1% | +8.7% | +8.5% | +20.0% |
| YTD | +154.1% | +40.9% | +113.2% | +106.0% |
| 1Y | +375.7% | +20.5% | +355.2% | +343.7% |
| 3Y | +474.0% | +101.7% | +372.3% | +228.3% |
| 5Y | +60.4% | +197.7% | -137.2% | -34.5% |
| All | +82.9% | +440.8% | -357.9% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling