+29.3%
KORU vs WELL
+464.3%
-435.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.1% | +15.5% | +14.8% |
| 7D | +13.0% | -0.8% | +13.8% | +13.2% |
| 30D | +27.3% | -0.1% | +27.4% | +26.9% |
| 3M | -55.3% | +18.0% | -73.3% | -62.7% |
| 6M | +11.6% | +15.0% | -3.4% | -5.1% |
| YTD | +158.5% | +28.6% | +129.9% | +102.7% |
| 1Y | +482.2% | +42.9% | +439.2% | +319.2% |
| 3Y | +471.9% | +203.0% | +268.9% | +135.4% |
| 5Y | +41.1% | +206.9% | -165.7% | -42.1% |
| 10Y | +80.2% | +339.5% | -259.3% | -45.6% |
| All | +29.3% | +464.3% | -435.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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