+474.0%
KORU vs WY
-24.8%
+498.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.7% |
| 7D | -1.7% | -4.2% | +2.5% | +1.6% |
| 30D | +13.5% | -10.1% | +23.6% | +23.1% |
| 3M | -45.2% | -8.5% | -36.7% | -42.9% |
| 6M | +17.1% | -3.3% | +20.5% | +17.2% |
| YTD | +154.1% | -4.4% | +158.5% | +151.8% |
| 1Y | +375.7% | -11.5% | +387.2% | +404.3% |
| 3Y | +474.0% | -24.3% | +498.3% | +619.6% |
| All | +474.0% | -24.8% | +498.8% | +619.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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