-33.1%
KORU vs W
-54.3%
+21.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -3.8% |
| 7D | +24.3% | -1.7% | +26.0% | +25.7% |
| 30D | -44.8% | +3.2% | -48.1% | -44.7% |
| 3M | -60.0% | +8.3% | -68.3% | -60.8% |
| 6M | -78.7% | +84.3% | -163.0% | -82.8% |
| YTD | -10.6% | +11.0% | -21.6% | -12.2% |
| 1Y | -3.8% | -0.2% | -3.6% | -2.6% |
| 3Y | +142.0% | +157.9% | -16.0% | +56.0% |
| 5Y | -33.1% | -56.8% | +23.7% | -47.0% |
| All | -33.1% | -54.3% | +21.2% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling