+82.9%
KORU vs WSM
+1,071.8%
-988.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.2% |
| 30D | +13.5% | -7.7% | +21.3% | +19.6% |
| 3M | -45.2% | +3.8% | -49.0% | -46.6% |
| 6M | +17.1% | +22.7% | -5.5% | +6.6% |
| YTD | +154.1% | +28.0% | +126.1% | +127.8% |
| 1Y | +375.7% | +12.7% | +362.9% | +356.8% |
| 3Y | +474.0% | +231.3% | +242.7% | +162.9% |
| 5Y | +60.4% | +177.2% | -116.8% | -21.2% |
| All | +82.9% | +1,071.8% | -988.8% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling