+67.9%
KORU vs IWD
+201.1%
-133.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -11.7% |
| 7D | +2.3% | -2.3% | +4.7% | +9.0% |
| 30D | +20.0% | -1.8% | +21.8% | +25.4% |
| 3M | -32.7% | +8.0% | -40.8% | -45.4% |
| 6M | +13.3% | +17.0% | -3.7% | -16.7% |
| YTD | +133.2% | +21.3% | +111.9% | +62.1% |
| 1Y | +357.3% | +27.9% | +329.3% | +179.7% |
| 3Y | +452.7% | +70.1% | +382.6% | +76.4% |
| 5Y | +47.2% | +74.2% | -27.0% | -48.6% |
| All | +67.9% | +201.1% | -133.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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