+31.4%
KORU vs WAB
+507.8%
-476.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.0% |
| 7D | +24.3% | +1.7% | +22.6% | +22.2% |
| 30D | +37.3% | -2.4% | +39.7% | +41.8% |
| 3M | -32.8% | +9.7% | -42.5% | -37.3% |
| 6M | +36.9% | +16.5% | +20.4% | +25.0% |
| YTD | +162.6% | +33.7% | +128.9% | +112.3% |
| 1Y | +467.0% | +49.7% | +417.4% | +311.2% |
| 3Y | +522.4% | +170.9% | +351.4% | +156.5% |
| 5Y | +57.9% | +228.0% | -170.2% | -43.1% |
| 10Y | +70.8% | +284.8% | -214.0% | -52.8% |
| All | +31.4% | +507.8% | -476.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling