+67.9%
KORU vs WST
+341.6%
-273.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -13.7% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | +20.0% | -2.0% | +22.0% | +21.0% |
| 3M | -32.7% | +4.1% | -36.8% | -34.8% |
| 6M | +13.3% | +47.4% | -34.1% | -9.2% |
| YTD | +133.2% | +25.4% | +107.8% | +103.8% |
| 1Y | +357.3% | +35.3% | +322.0% | +278.5% |
| 3Y | +452.7% | -11.7% | +464.3% | +409.0% |
| 5Y | +47.2% | -24.0% | +71.2% | +47.2% |
| All | +67.9% | +341.6% | -273.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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