+336.5%
KORU vs WFC
+14.0%
+322.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +20.0% | +2.3% | +17.7% | +19.7% |
| 3M | -32.7% | +9.8% | -42.5% | -33.4% |
| 6M | +13.3% | +15.6% | -2.2% | +8.3% |
| YTD | +133.2% | -2.4% | +135.7% | +139.3% |
| All | +336.5% | +14.0% | +322.5% | +319.6% |
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