+482.2%
KORU vs NWSA
+5.5%
+476.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.8% | +15.2% | +12.0% |
| 7D | +13.0% | -1.9% | +14.9% | +11.5% |
| 30D | +27.3% | +4.6% | +22.7% | +33.2% |
| 3M | -55.3% | +13.2% | -68.5% | -49.3% |
| 6M | +11.6% | +27.0% | -15.4% | +22.6% |
| YTD | +158.5% | +16.8% | +141.7% | +181.2% |
| 1Y | +482.2% | +4.5% | +477.6% | +517.2% |
| All | +482.2% | +5.5% | +476.6% | +517.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling