+82.9%
KORU vs WPM
+558.4%
-475.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +7.5% |
| 7D | -1.7% | -0.6% | -1.1% | -0.9% |
| 30D | +13.5% | +14.4% | -0.9% | +4.1% |
| 3M | -45.2% | +37.0% | -82.2% | -54.4% |
| 6M | +17.1% | +4.1% | +13.0% | +24.8% |
| YTD | +154.1% | +31.7% | +122.4% | +143.3% |
| 1Y | +375.7% | +44.2% | +331.5% | +328.9% |
| 3Y | +474.0% | +265.5% | +208.5% | +218.6% |
| 5Y | +60.4% | +262.5% | -202.1% | -10.6% |
| All | +82.9% | +558.4% | -475.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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