+65.2%
KORU vs WST
-27.4%
+92.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.9% |
| 7D | +24.3% | -0.3% | +24.6% | +24.4% |
| 30D | +37.3% | -4.6% | +41.9% | +40.2% |
| 3M | -32.8% | +5.7% | -38.5% | -34.9% |
| 6M | +36.9% | +37.6% | -0.7% | +18.3% |
| YTD | +162.6% | +23.0% | +139.6% | +137.7% |
| 1Y | +467.0% | +33.8% | +433.2% | +390.6% |
| 3Y | +522.4% | -13.4% | +535.7% | +503.5% |
| All | +65.2% | -27.4% | +92.5% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling