+426.7%
KORU vs IYR
+28.0%
+398.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -11.3% |
| 7D | +2.3% | -2.8% | +5.1% | +6.3% |
| 30D | +20.0% | -2.5% | +22.5% | +24.3% |
| 3M | -32.7% | -3.0% | -29.8% | -34.0% |
| 6M | +13.3% | +1.6% | +11.7% | +2.6% |
| YTD | +133.2% | +7.3% | +125.9% | +94.2% |
| 1Y | +357.3% | +5.6% | +351.7% | +289.1% |
| All | +426.7% | +28.0% | +398.8% | +239.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling