+22.5%
KORU vs WYNN
-32.5%
+55.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.1% | -11.3% | -10.1% |
| 7D | -24.3% | +15.4% | -39.7% | -34.0% |
| 30D | -54.2% | +6.8% | -61.0% | -57.0% |
| 3M | -45.4% | -15.4% | -30.1% | -34.3% |
| 6M | -66.5% | -20.0% | -46.5% | -56.7% |
| YTD | +14.9% | -31.0% | +45.9% | +62.6% |
| 1Y | +22.5% | -31.5% | +54.0% | +71.1% |
| All | +22.5% | -32.5% | +55.0% | +71.1% |
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