+47.2%
KORU vs IRM
+186.9%
-139.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -10.1% |
| 7D | +2.3% | -1.8% | +4.1% | +5.0% |
| 30D | +20.0% | -7.8% | +27.8% | +33.4% |
| 3M | -32.7% | -7.9% | -24.9% | -23.9% |
| 6M | +13.3% | +6.3% | +7.0% | +19.5% |
| YTD | +133.2% | +38.2% | +95.1% | +91.6% |
| 1Y | +357.3% | +19.8% | +337.4% | +329.5% |
| 3Y | +452.7% | +98.8% | +353.9% | +195.5% |
| 5Y | +47.2% | +191.8% | -144.6% | -43.3% |
| All | +47.2% | +186.9% | -139.7% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling