+815.8%
WDC vs KORU
+152.3%
+663.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.8% |
| 7D | +16.3% | +24.3% | -8.1% | +8.5% |
| 30D | -18.3% | -44.8% | +26.6% | -5.0% |
| 3M | -31.4% | -60.0% | +28.6% | -16.2% |
| 6M | -36.3% | -78.7% | +42.4% | -19.5% |
| YTD | +80.8% | -10.6% | +91.4% | +30.2% |
| 1Y | +87.7% | -3.8% | +91.5% | +31.5% |
| All | +815.8% | +152.3% | +663.5% | +349.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling