+482.2%
KORU vs WFC
+13.8%
+468.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.9% | +12.6% | +13.3% |
| 7D | +13.0% | +3.8% | +9.2% | +12.4% |
| 30D | +27.3% | +1.5% | +25.8% | +27.2% |
| 3M | -55.3% | +10.9% | -66.1% | -55.9% |
| 6M | +11.6% | +8.4% | +3.2% | +10.0% |
| YTD | +158.5% | -1.9% | +160.4% | +164.7% |
| 1Y | +482.2% | +12.3% | +469.8% | +467.9% |
| All | +482.2% | +13.8% | +468.3% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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