+1,228.2%
WDC vs KORU
+76.6%
+1,151.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.5% | +8.1% | -0.5% |
| 7D | +4.4% | +2.3% | +2.1% | +3.4% |
| 30D | +5.3% | +20.0% | -14.7% | -2.6% |
| 3M | -5.9% | -32.7% | +26.8% | -4.7% |
| 6M | +73.2% | +13.3% | +59.9% | +28.2% |
| YTD | +167.8% | +133.2% | +34.6% | +50.7% |
| 1Y | +386.0% | +357.3% | +28.7% | +117.2% |
| 3Y | +1,309.7% | +452.7% | +857.0% | +422.6% |
| 5Y | +957.1% | +47.2% | +909.9% | +434.6% |
| All | +1,228.2% | +76.6% | +1,151.5% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling