+22.5%
KORU vs WSM
+44.0%
-21.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.7% | -13.5% |
| 7D | -24.3% | +8.0% | -32.3% | -32.5% |
| 30D | -54.2% | +13.5% | -67.7% | -63.1% |
| 3M | -45.4% | +8.8% | -54.3% | -53.5% |
| 6M | -66.5% | +54.7% | -121.2% | -83.6% |
| YTD | +14.9% | +53.3% | -38.4% | -39.9% |
| 1Y | +22.5% | +41.1% | -18.6% | -34.1% |
| All | +22.5% | +44.0% | -21.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling