+474.0%
KORU vs WBD
+145.7%
+328.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.5% | +9.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +13.5% | +1.4% | +12.1% | +12.4% |
| 3M | -45.2% | +4.4% | -49.6% | -46.8% |
| 6M | +17.1% | +0.8% | +16.3% | +17.8% |
| YTD | +154.1% | -2.7% | +156.8% | +159.3% |
| 1Y | +375.7% | +73.4% | +302.3% | +271.6% |
| 3Y | +474.0% | +142.1% | +331.9% | +224.4% |
| All | +474.0% | +145.7% | +328.3% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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