+502.1%
KORU vs IRM
+102.2%
+399.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +2.5% |
| 7D | +20.1% | +3.0% | +17.1% | +15.8% |
| 30D | +47.5% | -5.2% | +52.7% | +59.4% |
| 3M | -30.1% | -8.0% | -22.0% | -20.2% |
| 6M | +20.1% | +9.2% | +11.0% | +23.4% |
| YTD | +166.6% | +41.0% | +125.6% | +117.2% |
| 1Y | +458.9% | +23.3% | +435.7% | +414.3% |
| All | +502.1% | +102.2% | +399.9% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling