-61.9%
KORU vs WM
+707.5%
-769.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +7.2% |
| 7D | -35.0% | +1.2% | -36.2% | -36.1% |
| 30D | -65.5% | +13.1% | -78.6% | -69.7% |
| 3M | -58.9% | +3.6% | -62.5% | -61.7% |
| 6M | -83.5% | +8.1% | -91.6% | -86.7% |
| YTD | -23.9% | +8.9% | -32.8% | -40.9% |
| 1Y | -12.4% | +20.3% | -32.8% | -40.0% |
| 3Y | +82.1% | +46.2% | +35.9% | -10.6% |
| 5Y | -42.6% | +59.9% | -102.5% | -76.1% |
| 10Y | -37.4% | +345.6% | -383.0% | -93.0% |
| All | -61.9% | +707.5% | -769.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling