+82.9%
KORU vs WTW
+198.0%
-115.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -5.7% | +4.0% | +2.7% |
| 30D | +13.5% | -7.3% | +20.8% | +19.3% |
| 3M | -45.2% | +21.5% | -66.7% | -56.9% |
| 6M | +17.1% | +9.6% | +7.5% | -4.8% |
| YTD | +154.1% | -3.3% | +157.4% | +128.7% |
| 1Y | +375.7% | -6.1% | +381.8% | +330.3% |
| 3Y | +474.0% | +61.8% | +412.2% | +147.4% |
| 5Y | +60.4% | +42.7% | +17.7% | -17.0% |
| All | +82.9% | +198.0% | -115.1% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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