+82.9%
KORU vs WMB
+307.8%
-224.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.2% |
| 7D | -1.7% | -1.0% | -0.7% | -0.4% |
| 30D | +13.5% | -0.4% | +14.0% | +12.2% |
| 3M | -45.2% | +3.2% | -48.4% | -47.4% |
| 6M | +17.1% | +0.1% | +17.1% | +14.0% |
| YTD | +154.1% | +23.9% | +130.3% | +102.9% |
| 1Y | +375.7% | +27.6% | +348.1% | +265.2% |
| 3Y | +474.0% | +141.9% | +332.1% | +128.4% |
| 5Y | +60.4% | +273.8% | -213.4% | -58.6% |
| All | +82.9% | +307.8% | -224.9% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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