+31.4%
KORU vs WAT
+330.5%
-299.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +3.0% |
| 7D | +24.3% | -0.7% | +25.0% | +25.0% |
| 30D | +37.3% | -1.0% | +38.3% | +39.1% |
| 3M | -32.8% | +10.9% | -43.7% | -38.0% |
| 6M | +36.9% | +33.2% | +3.7% | +10.5% |
| YTD | +162.6% | +6.1% | +156.5% | +153.4% |
| 1Y | +467.0% | +30.2% | +436.8% | +344.9% |
| 3Y | +522.4% | +52.9% | +469.5% | +271.3% |
| 5Y | +57.9% | -5.1% | +63.0% | +53.9% |
| 10Y | +70.8% | +152.6% | -81.9% | -35.7% |
| All | +31.4% | +330.5% | -299.1% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling