+31.4%
KORU vs IYR
+116.9%
-85.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +24.3% | -0.4% | +24.7% | +24.9% |
| 30D | +37.3% | -2.5% | +39.8% | +43.4% |
| 3M | -32.8% | +1.5% | -34.2% | -38.8% |
| 6M | +36.9% | +3.9% | +33.1% | +20.7% |
| YTD | +162.6% | +9.5% | +153.1% | +111.9% |
| 1Y | +467.0% | +7.5% | +459.6% | +370.7% |
| 3Y | +522.4% | +30.8% | +491.6% | +279.6% |
| 5Y | +57.9% | +4.8% | +53.1% | +52.8% |
| 10Y | +70.8% | +64.3% | +6.4% | -10.6% |
| All | +31.4% | +116.9% | -85.5% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling