+474.0%
KORU vs WU
-28.7%
+502.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.7% |
| 7D | -1.7% | -3.5% | +1.8% | 0.0% |
| 30D | +13.5% | -2.9% | +16.5% | +14.9% |
| 3M | -45.2% | -2.3% | -42.9% | -47.4% |
| 6M | +17.1% | -25.4% | +42.5% | +33.4% |
| YTD | +154.1% | -21.2% | +175.3% | +177.2% |
| 1Y | +375.7% | -8.9% | +384.5% | +360.4% |
| 3Y | +474.0% | -29.0% | +503.0% | +553.9% |
| All | +474.0% | -28.7% | +502.8% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling