+29.3%
KORU vs IWD
+320.8%
-291.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.7% | +14.1% | +15.3% |
| 7D | +13.0% | -0.3% | +13.3% | +13.7% |
| 30D | +27.3% | +0.6% | +26.7% | +24.4% |
| 3M | -55.3% | +7.2% | -62.5% | -61.3% |
| 6M | +11.6% | +16.2% | -4.6% | -15.4% |
| YTD | +158.5% | +23.3% | +135.2% | +73.4% |
| 1Y | +482.2% | +29.6% | +452.6% | +248.0% |
| 3Y | +471.9% | +70.5% | +401.4% | +85.9% |
| 5Y | +41.1% | +73.5% | -32.3% | -49.0% |
| 10Y | +80.2% | +198.3% | -118.1% | -74.5% |
| All | +29.3% | +320.8% | -291.5% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling