+336.5%
KORU vs WDAY
-18.4%
+354.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.0% | -12.9% |
| 7D | +2.3% | -10.5% | +12.9% | -5.5% |
| 30D | +20.0% | +2.1% | +17.9% | +22.6% |
| 3M | -32.7% | +34.6% | -67.4% | -0.4% |
| 6M | +13.3% | +29.9% | -16.6% | +74.4% |
| YTD | +133.2% | -13.8% | +147.0% | +266.3% |
| All | +336.5% | -18.4% | +354.9% | +589.8% |
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