+253.1%
IWM vs KORU
-54.0%
+307.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.9% |
| 7D | +2.8% | +24.3% | -21.6% | -0.8% |
| 30D | +0.6% | -44.8% | +45.5% | +6.8% |
| 3M | -7.8% | -60.0% | +52.3% | +0.1% |
| 6M | -1.0% | -78.7% | +77.7% | +4.9% |
| YTD | +13.9% | -10.6% | +24.4% | -14.9% |
| 1Y | +15.4% | -3.8% | +19.2% | -15.3% |
| 3Y | +70.2% | +142.0% | -71.7% | -4.1% |
| 5Y | +23.7% | -33.1% | +56.8% | -18.1% |
| 10Y | +147.8% | -18.5% | +166.2% | +29.7% |
| All | +253.1% | -54.0% | +307.2% | +84.8% |
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