+33.3%
KORU vs WFC
+247.3%
-213.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | -0.3% |
| 7D | +20.1% | +0.4% | +19.7% | +19.6% |
| 30D | +47.5% | +2.5% | +45.0% | +43.6% |
| 3M | -30.1% | +10.0% | -40.0% | -37.1% |
| 6M | +20.1% | +15.1% | +5.1% | +1.5% |
| YTD | +166.6% | -2.2% | +168.8% | +159.7% |
| 1Y | +458.9% | +13.5% | +445.5% | +369.1% |
| 3Y | +531.8% | +135.2% | +396.5% | +145.7% |
| 5Y | +67.7% | +128.3% | -60.6% | -31.6% |
| 10Y | +91.6% | +142.4% | -50.8% | -30.3% |
| All | +33.3% | +247.3% | -213.9% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling