+82.9%
KORU vs WWD
+498.2%
-415.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +7.6% |
| 7D | -1.7% | -2.6% | +0.9% | +1.1% |
| 30D | +13.5% | -6.9% | +20.5% | +22.1% |
| 3M | -45.2% | -13.0% | -32.2% | -36.3% |
| 6M | +17.1% | -12.5% | +29.6% | +44.7% |
| YTD | +154.1% | +11.8% | +142.3% | +152.9% |
| 1Y | +375.7% | +41.1% | +334.6% | +272.1% |
| 3Y | +474.0% | +163.1% | +311.0% | +140.8% |
| 5Y | +60.4% | +187.6% | -127.2% | -38.1% |
| All | +82.9% | +498.2% | -415.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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