+33.3%
KORU vs WY
+20.1%
+13.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +2.0% |
| 7D | +20.1% | -1.7% | +21.8% | +22.3% |
| 30D | +47.5% | -9.9% | +57.3% | +64.5% |
| 3M | -30.1% | -7.5% | -22.5% | -27.0% |
| 6M | +20.1% | -5.1% | +25.3% | +22.4% |
| YTD | +166.6% | -2.1% | +168.7% | +158.7% |
| 1Y | +458.9% | -7.3% | +466.3% | +464.1% |
| 3Y | +531.8% | -22.6% | +554.4% | +679.6% |
| 5Y | +67.7% | -19.8% | +87.5% | +108.5% |
| 10Y | +91.6% | +9.6% | +82.0% | +79.9% |
| All | +33.3% | +20.1% | +13.2% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling