+33.3%
KORU vs IWF
+681.8%
-648.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.6% |
| 7D | +20.1% | +0.5% | +19.6% | +18.5% |
| 30D | +47.5% | -1.4% | +48.8% | +55.1% |
| 3M | -30.1% | +0.4% | -30.5% | -21.2% |
| 6M | +20.1% | +8.5% | +11.7% | +31.1% |
| YTD | +166.6% | +3.7% | +162.9% | +225.8% |
| 1Y | +458.9% | +8.5% | +450.5% | +540.7% |
| 3Y | +531.8% | +78.5% | +453.2% | +160.2% |
| 5Y | +67.7% | +73.6% | -6.0% | -18.8% |
| 10Y | +91.6% | +421.3% | -329.7% | -90.1% |
| All | +33.3% | +681.8% | -648.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling