-36.9%
KORU vs WMB
+200.5%
-237.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.9% |
| 7D | +11.1% | +7.8% | +3.3% | +3.9% |
| 30D | -40.6% | -5.1% | -35.5% | -35.9% |
| 3M | -63.9% | -4.7% | -59.2% | -61.7% |
| 6M | -82.8% | -7.4% | -75.4% | -81.6% |
| YTD | -15.4% | +17.5% | -32.9% | -26.3% |
| 1Y | -3.3% | +19.5% | -22.7% | -17.5% |
| 3Y | +136.2% | +121.3% | +14.9% | +5.5% |
| All | -36.9% | +200.5% | -237.4% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling