-26.6%
KORU vs IWD
+74.1%
-100.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.4% | +18.0% | +17.0% |
| 7D | -18.1% | -0.6% | -17.6% | -12.5% |
| 30D | -45.7% | +3.6% | -49.3% | -50.0% |
| 3M | -51.6% | +2.7% | -54.2% | -54.2% |
| 6M | -82.6% | +13.2% | -95.8% | -87.2% |
| YTD | -5.9% | +26.8% | -32.7% | -44.5% |
| 1Y | +3.3% | +29.3% | -26.0% | -42.1% |
| 3Y | +154.5% | +85.1% | +69.3% | -44.2% |
| 5Y | -26.6% | +74.2% | -100.8% | -77.3% |
| All | -26.6% | +74.1% | -100.6% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling