+426.7%
KORU vs WAT
+52.2%
+374.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.7% | -12.0% |
| 7D | +2.3% | -2.9% | +5.2% | +4.4% |
| 30D | +20.0% | -3.2% | +23.2% | +23.3% |
| 3M | -32.7% | +10.6% | -43.3% | -36.4% |
| 6M | +13.3% | +34.0% | -20.7% | -2.8% |
| YTD | +133.2% | +5.7% | +127.5% | +123.9% |
| 1Y | +357.3% | +37.1% | +320.2% | +276.7% |
| All | +426.7% | +52.2% | +374.6% | +301.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling