+474.0%
KORU vs WSM
+230.1%
+243.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.1% |
| 30D | +13.5% | -7.7% | +21.3% | +20.0% |
| 3M | -45.2% | +3.8% | -49.0% | -46.7% |
| 6M | +17.1% | +22.7% | -5.5% | +5.6% |
| YTD | +154.1% | +28.0% | +126.1% | +126.8% |
| 1Y | +375.7% | +12.7% | +362.9% | +350.4% |
| 3Y | +474.0% | +231.3% | +242.7% | +192.8% |
| All | +474.0% | +230.1% | +243.9% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling