+82.9%
KORU vs ITW
+194.8%
-111.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.3% |
| 7D | -1.7% | -0.7% | -1.0% | -0.7% |
| 30D | +13.5% | -8.3% | +21.9% | +28.9% |
| 3M | -45.2% | +6.0% | -51.2% | -51.7% |
| 6M | +17.1% | 0.0% | +17.1% | +15.7% |
| YTD | +154.1% | +10.2% | +143.9% | +119.4% |
| 1Y | +375.7% | +3.2% | +372.5% | +342.8% |
| 3Y | +474.0% | +21.0% | +453.0% | +320.4% |
| 5Y | +60.4% | +37.9% | +22.5% | -1.5% |
| All | +82.9% | +194.8% | -111.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling