+56.9%
KORU vs KWEB
-42.7%
+99.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.5% |
| 7D | -1.7% | -5.6% | +3.9% | +2.9% |
| 30D | +13.5% | -10.7% | +24.2% | +24.5% |
| 3M | -45.2% | -7.4% | -37.8% | -42.5% |
| 6M | +17.1% | -19.3% | +36.4% | +44.8% |
| YTD | +154.1% | -27.8% | +181.9% | +246.2% |
| 1Y | +375.7% | -35.9% | +411.6% | +614.9% |
| 3Y | +474.0% | -1.9% | +475.9% | +539.0% |
| All | +56.9% | -42.7% | +99.7% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling