+29.3%
KORU vs WST
+1,064.8%
-1,035.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +13.9% |
| 7D | +13.0% | +0.7% | +12.3% | +12.5% |
| 30D | +27.3% | -3.1% | +30.4% | +29.6% |
| 3M | -55.3% | +7.2% | -62.5% | -57.2% |
| 6M | +11.6% | +36.8% | -25.2% | -6.9% |
| YTD | +158.5% | +23.8% | +134.7% | +127.0% |
| 1Y | +482.2% | +37.8% | +444.4% | +374.8% |
| 3Y | +471.9% | -15.9% | +487.8% | +441.7% |
| 5Y | +41.1% | -25.8% | +67.0% | +42.8% |
| 10Y | +80.2% | +319.6% | -239.4% | -50.5% |
| All | +29.3% | +1,064.8% | -1,035.5% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling