+482.2%
KORU vs IYR
+8.4%
+473.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.7% | +14.2% | +13.3% |
| 7D | +13.0% | -1.2% | +14.2% | +12.8% |
| 30D | +27.3% | -2.9% | +30.1% | +26.5% |
| 3M | -55.3% | +0.8% | -56.1% | -58.8% |
| 6M | +11.6% | +1.9% | +9.8% | -3.4% |
| YTD | +158.5% | +9.6% | +148.9% | +113.6% |
| 1Y | +482.2% | +8.1% | +474.1% | +378.2% |
| All | +482.2% | +8.4% | +473.8% | +378.2% |
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