+82.9%
KORU vs WAT
+170.9%
-88.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +7.4% |
| 7D | -1.7% | -0.3% | -1.5% | -1.3% |
| 30D | +13.5% | -1.9% | +15.4% | +16.2% |
| 3M | -45.2% | +13.5% | -58.7% | -50.4% |
| 6M | +17.1% | +37.2% | -20.1% | -8.2% |
| YTD | +154.1% | +7.5% | +146.6% | +142.3% |
| 1Y | +375.7% | +35.0% | +340.7% | +261.2% |
| 3Y | +474.0% | +55.1% | +418.9% | +232.1% |
| 5Y | +60.4% | -2.8% | +63.2% | +53.7% |
| All | +82.9% | +170.9% | -88.0% | -35.4% |
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