-57.7%
KORU vs WST
+1,327.6%
-1,385.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.7% | -6.1% |
| 7D | +11.1% | +4.2% | +6.9% | +8.6% |
| 30D | -40.6% | +11.2% | -51.8% | -43.4% |
| 3M | -63.9% | +20.4% | -84.3% | -67.4% |
| 6M | -82.8% | +37.9% | -120.7% | -85.7% |
| YTD | -15.4% | +51.8% | -67.2% | -33.5% |
| 1Y | -3.3% | +56.6% | -59.9% | -25.6% |
| 3Y | +136.2% | +24.2% | +111.9% | +72.3% |
| 5Y | -36.7% | +0.7% | -37.4% | -46.7% |
| 10Y | -22.9% | +456.3% | -479.1% | -82.0% |
| All | -57.7% | +1,327.6% | -1,385.3% | -95.2% |
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