+56.9%
KORU vs WYNN
-11.0%
+67.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +9.6% |
| 7D | -1.7% | -4.2% | +2.5% | +1.8% |
| 30D | +13.5% | -14.6% | +28.2% | +28.8% |
| 3M | -45.2% | -18.4% | -26.8% | -35.8% |
| 6M | +17.1% | -11.9% | +29.0% | +33.1% |
| YTD | +154.1% | -26.6% | +180.7% | +227.6% |
| 1Y | +375.7% | -28.5% | +404.2% | +517.3% |
| 3Y | +474.0% | -5.1% | +479.1% | +475.0% |
| All | +56.9% | -11.0% | +67.9% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling