+162.6%
KORU vs IWD
+85.5%
+77.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.4% | +18.0% | +16.7% |
| 7D | -18.1% | -0.6% | -17.6% | -11.8% |
| 30D | -45.7% | +3.6% | -49.3% | -50.7% |
| 3M | -51.6% | +2.7% | -54.2% | -54.7% |
| 6M | -82.6% | +13.2% | -95.8% | -87.9% |
| YTD | -5.9% | +26.8% | -32.7% | -48.6% |
| 1Y | +3.3% | +29.3% | -26.0% | -46.4% |
| All | +162.6% | +85.5% | +77.1% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling