+56.9%
KORU vs IYR
+6.0%
+50.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +7.7% |
| 7D | -1.7% | -1.4% | -0.3% | +0.7% |
| 30D | +13.5% | -2.7% | +16.2% | +18.6% |
| 3M | -45.2% | -2.1% | -43.1% | -46.7% |
| 6M | +17.1% | +3.6% | +13.5% | +3.4% |
| YTD | +154.1% | +8.1% | +146.0% | +108.9% |
| 1Y | +375.7% | +4.7% | +371.0% | +311.6% |
| 3Y | +474.0% | +29.1% | +444.9% | +253.3% |
| All | +56.9% | +6.0% | +50.9% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling