+82.9%
KORU vs WAB
+296.8%
-213.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +13.5% | -4.1% | +17.6% | +19.6% |
| 3M | -45.2% | +8.2% | -53.4% | -48.5% |
| 6M | +17.1% | +15.4% | +1.7% | +8.0% |
| YTD | +154.1% | +33.1% | +121.0% | +106.6% |
| 1Y | +375.7% | +48.1% | +327.6% | +249.5% |
| 3Y | +474.0% | +167.7% | +306.3% | +141.8% |
| 5Y | +60.4% | +225.7% | -165.3% | -40.9% |
| All | +82.9% | +296.8% | -213.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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