+149.7%
KORU vs W
+160.9%
-11.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -3.4% |
| 7D | +24.3% | -1.7% | +26.0% | +26.0% |
| 30D | -44.8% | +3.2% | -48.1% | -44.7% |
| 3M | -60.0% | +8.3% | -68.3% | -61.1% |
| 6M | -78.7% | +84.3% | -163.0% | -83.9% |
| YTD | -10.6% | +11.0% | -21.6% | -14.9% |
| 1Y | -3.8% | -0.2% | -3.6% | -5.2% |
| All | +149.7% | +160.9% | -11.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling