+67.9%
KORU vs WFC
+143.5%
-75.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +20.0% | +2.3% | +17.7% | +17.2% |
| 3M | -32.7% | +9.8% | -42.5% | -39.1% |
| 6M | +13.3% | +15.6% | -2.2% | -3.9% |
| YTD | +133.2% | -2.4% | +135.7% | +128.3% |
| 1Y | +357.3% | +13.8% | +343.4% | +286.2% |
| 3Y | +452.7% | +134.6% | +318.0% | +124.7% |
| 5Y | +47.2% | +127.9% | -80.7% | -37.0% |
| All | +67.9% | +143.5% | -75.7% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling