+482.2%
KORU vs WYNN
-26.4%
+508.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.5% | +13.5% |
| 7D | +13.0% | -3.9% | +16.9% | +17.1% |
| 30D | +27.3% | -9.3% | +36.6% | +39.1% |
| 3M | -55.3% | -11.4% | -43.9% | -50.0% |
| 6M | +11.6% | -11.0% | +22.6% | +25.4% |
| YTD | +158.5% | -23.4% | +181.9% | +212.3% |
| 1Y | +482.2% | -24.8% | +507.0% | +624.0% |
| All | +482.2% | -26.4% | +508.5% | +624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling