+482.2%
KORU vs ITW
+5.8%
+476.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +14.0% |
| 7D | +13.0% | -3.6% | +16.6% | +17.1% |
| 30D | +27.3% | -9.1% | +36.4% | +39.9% |
| 3M | -55.3% | +8.2% | -63.5% | -62.5% |
| 6M | +11.6% | -4.8% | +16.4% | +7.0% |
| YTD | +158.5% | +11.0% | +147.5% | +145.0% |
| 1Y | +482.2% | +4.2% | +477.9% | +458.3% |
| All | +482.2% | +5.8% | +476.4% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling