+426.7%
KORU vs IWF
+75.5%
+351.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -9.6% |
| 7D | +2.3% | -1.7% | +4.0% | +8.3% |
| 30D | +20.0% | -1.8% | +21.9% | +30.3% |
| 3M | -32.7% | +1.5% | -34.2% | -24.8% |
| 6M | +13.3% | +7.7% | +5.6% | +28.2% |
| YTD | +133.2% | +2.7% | +130.5% | +196.8% |
| 1Y | +357.3% | +6.8% | +350.5% | +455.6% |
| All | +426.7% | +75.5% | +351.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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