+31.4%
KORU vs IRM
+617.7%
-586.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.2% |
| 7D | +24.3% | +1.6% | +22.7% | +22.4% |
| 30D | +37.3% | -4.2% | +41.5% | +44.0% |
| 3M | -32.8% | -5.4% | -27.4% | -27.6% |
| 6M | +36.9% | +12.0% | +24.9% | +36.2% |
| YTD | +162.6% | +42.0% | +120.6% | +113.8% |
| 1Y | +467.0% | +29.9% | +437.2% | +397.0% |
| 3Y | +522.4% | +104.4% | +418.0% | +269.0% |
| 5Y | +57.9% | +191.0% | -133.1% | -29.0% |
| 10Y | +70.8% | +417.1% | -346.4% | -53.4% |
| All | +31.4% | +617.7% | -586.3% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling