+67.9%
KORU vs W
+155.6%
-87.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.9% | -11.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.4% |
| 30D | +20.0% | -5.6% | +25.6% | +23.5% |
| 3M | -32.7% | +41.9% | -74.6% | -41.4% |
| 6M | +13.3% | +30.2% | -16.9% | +6.0% |
| YTD | +133.2% | -2.9% | +136.2% | +142.3% |
| 1Y | +357.3% | +11.6% | +345.7% | +338.1% |
| 3Y | +452.7% | +37.0% | +415.7% | +337.2% |
| 5Y | +47.2% | -62.8% | +110.0% | +55.2% |
| All | +67.9% | +155.6% | -87.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling