+47.2%
KORU vs WU
-51.6%
+98.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.8% | -12.1% |
| 7D | +2.3% | -5.0% | +7.3% | +5.6% |
| 30D | +20.0% | -2.3% | +22.3% | +21.4% |
| 3M | -32.7% | -3.2% | -29.5% | -34.8% |
| 6M | +13.3% | -25.0% | +38.4% | +33.9% |
| YTD | +133.2% | -21.7% | +154.9% | +163.3% |
| 1Y | +357.3% | -9.0% | +366.2% | +349.2% |
| 3Y | +452.7% | -28.9% | +481.5% | +546.3% |
| 5Y | +47.2% | -51.0% | +98.2% | +106.2% |
| All | +47.2% | -51.6% | +98.8% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling