-18.8%
WDC vs KORU
-52.0%
+33.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +13.4% | -7.6% | +1.5% |
| 7D | +1.7% | +13.0% | -11.3% | -2.6% |
| 30D | -10.0% | +27.3% | -37.2% | -18.4% |
| 3M | -18.8% | -55.3% | +36.5% | -10.2% |
| All | -18.8% | -52.0% | +33.3% | -10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling