+136.2%
KORU vs WMB
+121.9%
+14.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +11.1% | +7.8% | +3.3% | +4.7% |
| 30D | -40.6% | -5.1% | -35.5% | -36.7% |
| 3M | -63.9% | -4.7% | -59.2% | -62.0% |
| 6M | -82.8% | -7.4% | -75.4% | -81.7% |
| YTD | -15.4% | +17.5% | -32.9% | -24.3% |
| 1Y | -3.3% | +19.5% | -22.7% | -15.0% |
| 3Y | +136.2% | +121.3% | +14.9% | +46.4% |
| All | +136.2% | +121.9% | +14.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling