-20.7%
KORU vs WAT
+222.4%
-243.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.0% |
| 7D | +11.1% | +0.6% | +10.6% | +10.7% |
| 30D | -40.6% | +5.4% | -46.0% | -42.0% |
| 3M | -63.9% | +11.3% | -75.2% | -66.4% |
| 6M | -82.8% | +37.4% | -120.2% | -86.5% |
| YTD | -15.4% | +21.2% | -36.6% | -26.4% |
| 1Y | -3.3% | +21.3% | -24.6% | -16.0% |
| 3Y | +136.2% | +83.4% | +52.8% | +18.4% |
| 5Y | -36.7% | +29.0% | -65.7% | -54.2% |
| All | -20.7% | +222.4% | -243.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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