+1,394.6%
WDC vs KORU
+507.1%
+887.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +7.5% | +20.1% | -12.6% | +1.6% |
| 30D | +10.1% | +47.5% | -37.4% | -3.8% |
| 3M | -6.8% | -30.1% | +23.2% | -6.6% |
| 6M | +84.1% | +20.1% | +64.0% | +36.4% |
| YTD | +180.3% | +166.6% | +13.7% | +55.1% |
| 1Y | +411.1% | +458.9% | -47.9% | +125.6% |
| All | +1,394.6% | +507.1% | +887.5% | +456.0% |
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