+474.0%
KORU vs KWEB
-2.3%
+476.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.3% |
| 7D | -1.7% | -5.6% | +3.9% | +4.7% |
| 30D | +13.5% | -10.7% | +24.2% | +28.7% |
| 3M | -45.2% | -7.4% | -37.8% | -41.7% |
| 6M | +17.1% | -19.3% | +36.4% | +55.6% |
| YTD | +154.1% | -27.8% | +181.9% | +280.8% |
| 1Y | +375.7% | -35.9% | +411.6% | +703.8% |
| 3Y | +474.0% | -1.9% | +475.9% | +541.1% |
| All | +474.0% | -2.3% | +476.3% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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