+22.5%
KORU vs IYR
+12.4%
+10.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -3.8% |
| 7D | -24.3% | +6.9% | -31.2% | -21.9% |
| 30D | -54.2% | +10.2% | -64.5% | -52.9% |
| 3M | -45.4% | -0.3% | -45.1% | -44.4% |
| 6M | -66.5% | +3.6% | -70.1% | -68.6% |
| YTD | +14.9% | +12.5% | +2.4% | -6.3% |
| 1Y | +22.5% | +12.4% | +10.1% | +0.1% |
| All | +22.5% | +12.4% | +10.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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