+482.2%
KORU vs WDAY
-15.6%
+497.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -5.4% | +18.8% | +9.3% |
| 7D | +13.0% | -4.4% | +17.4% | +9.7% |
| 30D | +27.3% | +14.7% | +12.5% | +43.2% |
| 3M | -55.3% | +32.4% | -87.7% | -33.3% |
| 6M | +11.6% | +36.9% | -25.3% | +79.7% |
| YTD | +158.5% | -8.8% | +167.4% | +321.9% |
| 1Y | +482.2% | -15.3% | +497.4% | +857.9% |
| All | +482.2% | -15.6% | +497.7% | +857.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling