+171.7%
IWM vs KORU
+81.6%
+90.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -1.1% | +20.1% | -21.2% | -4.0% |
| 30D | -3.1% | +47.5% | -50.6% | -9.9% |
| 3M | +2.2% | -30.1% | +32.3% | -1.1% |
| 6M | +15.1% | +20.1% | -5.1% | -8.8% |
| YTD | +18.6% | +166.6% | -148.0% | -22.5% |
| 1Y | +24.0% | +458.9% | -435.0% | -31.6% |
| 3Y | +63.7% | +531.8% | -468.0% | -19.3% |
| 5Y | +38.2% | +67.7% | -29.5% | -18.0% |
| 10Y | +171.7% | +91.6% | +80.1% | +28.0% |
| All | +171.7% | +81.6% | +90.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling