+73.0%
IWM vs KORU
+165.3%
-92.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.4% | -17.6% | -0.8% |
| 7D | -0.3% | -18.1% | +17.8% | +0.5% |
| 30D | +1.9% | -45.7% | +47.6% | +5.9% |
| 3M | -5.7% | -51.6% | +45.9% | -2.5% |
| 6M | -0.3% | -82.6% | +82.3% | +5.8% |
| YTD | +15.8% | -5.9% | +21.7% | -9.0% |
| 1Y | +17.1% | +3.3% | +13.8% | -9.8% |
| All | +73.0% | +165.3% | -92.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling