+56.9%
KORU vs IWF
+73.7%
-16.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +7.0% |
| 7D | -1.7% | -0.9% | -0.8% | +1.0% |
| 30D | +13.5% | -1.7% | +15.3% | +21.1% |
| 3M | -45.2% | +0.7% | -45.9% | -39.0% |
| 6M | +17.1% | +8.6% | +8.6% | +28.3% |
| YTD | +154.1% | +3.5% | +150.6% | +211.3% |
| 1Y | +375.7% | +7.0% | +368.6% | +463.2% |
| 3Y | +474.0% | +76.3% | +397.7% | +172.0% |
| All | +56.9% | +73.7% | -16.7% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling