+38.2%
IWM vs KORU
+66.4%
-28.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -1.1% | +20.1% | -21.2% | -3.4% |
| 30D | -3.1% | +47.5% | -50.6% | -8.6% |
| 3M | +2.2% | -30.1% | +32.3% | -0.4% |
| 6M | +15.1% | +20.1% | -5.1% | -5.8% |
| YTD | +18.6% | +166.6% | -148.0% | -19.1% |
| 1Y | +24.0% | +458.9% | -435.0% | -28.2% |
| 3Y | +63.7% | +531.8% | -468.0% | -15.2% |
| 5Y | +38.2% | +67.7% | -29.5% | -12.6% |
| All | +38.2% | +66.4% | -28.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling