+274.4%
IWM vs KORU
+32.9%
+241.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.4% | -13.2% | -1.7% |
| 7D | +0.1% | +13.0% | -12.9% | -1.9% |
| 30D | -1.3% | +27.3% | -28.5% | -6.1% |
| 3M | +1.6% | -55.3% | +56.9% | +3.5% |
| 6M | +13.6% | +11.6% | +2.0% | -8.7% |
| YTD | +20.8% | +158.5% | -137.8% | -19.5% |
| 1Y | +26.4% | +482.2% | -455.7% | -29.2% |
| 3Y | +60.7% | +471.9% | -411.2% | -16.9% |
| 5Y | +38.2% | +41.1% | -3.0% | -13.9% |
| 10Y | +169.5% | +80.2% | +89.3% | +29.9% |
| All | +274.4% | +32.9% | +241.5% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling