+522.4%
KORU vs IWD
+71.7%
+450.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +4.7% |
| 7D | +24.3% | -0.2% | +24.5% | +24.6% |
| 30D | +37.3% | -0.8% | +38.1% | +39.8% |
| 3M | -32.8% | +8.0% | -40.8% | -49.8% |
| 6M | +36.9% | +18.2% | +18.7% | -13.6% |
| YTD | +162.6% | +22.3% | +140.3% | +57.1% |
| 1Y | +467.0% | +28.9% | +438.1% | +196.6% |
| 3Y | +522.4% | +71.5% | +450.8% | +43.7% |
| All | +522.4% | +71.7% | +450.7% | +43.7% |
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