+29.3%
KORU vs WDAY
+248.3%
-218.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -5.4% | +18.8% | +15.9% |
| 7D | +13.0% | -4.4% | +17.4% | +14.8% |
| 30D | +27.3% | +14.7% | +12.5% | +17.0% |
| 3M | -55.3% | +32.4% | -87.7% | -64.8% |
| 6M | +11.6% | +36.9% | -25.3% | -18.6% |
| YTD | +158.5% | -8.8% | +167.4% | +131.2% |
| 1Y | +482.2% | -15.3% | +497.4% | +437.4% |
| 3Y | +471.9% | -21.2% | +493.1% | +427.0% |
| 5Y | +41.1% | -29.5% | +70.6% | +38.9% |
| 10Y | +80.2% | +120.0% | -39.9% | -7.9% |
| All | +29.3% | +248.3% | -218.9% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling