+33.3%
KORU vs WU
-6.5%
+39.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.2% |
| 7D | +20.1% | -4.9% | +25.0% | +25.1% |
| 30D | +47.5% | -1.3% | +48.8% | +48.5% |
| 3M | -30.1% | -3.6% | -26.5% | -32.0% |
| 6M | +20.1% | -24.3% | +44.5% | +47.8% |
| YTD | +166.6% | -21.1% | +187.7% | +210.1% |
| 1Y | +458.9% | -10.3% | +469.3% | +458.9% |
| 3Y | +531.8% | -28.4% | +560.1% | +659.9% |
| 5Y | +67.7% | -51.2% | +118.9% | +190.7% |
| 10Y | +91.6% | -39.6% | +131.2% | +184.8% |
| All | +33.3% | -6.5% | +39.9% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling