-16.2%
KORU vs WM
+331.3%
-347.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.8% |
| 7D | +24.3% | +1.2% | +23.2% | +23.5% |
| 30D | -44.8% | +15.2% | -60.1% | -50.9% |
| 3M | -60.0% | +8.3% | -68.4% | -63.3% |
| 6M | -78.7% | +13.1% | -91.8% | -82.7% |
| YTD | -10.6% | +12.5% | -23.1% | -30.1% |
| 1Y | -3.8% | +21.8% | -25.6% | -31.6% |
| 3Y | +142.0% | +48.8% | +93.2% | +22.6% |
| 5Y | -33.1% | +62.1% | -95.2% | -71.0% |
| All | -16.2% | +331.3% | -347.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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