+554.2%
GLW vs KORU
-16.9%
+571.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.4% |
| 7D | +15.5% | +24.3% | -8.8% | +9.5% |
| 30D | -19.6% | -44.8% | +25.3% | -9.9% |
| 3M | -28.5% | -60.0% | +31.5% | -15.4% |
| 6M | -39.5% | -78.7% | +39.2% | -26.2% |
| YTD | +37.2% | -10.6% | +47.8% | +12.7% |
| 1Y | +35.4% | -3.8% | +39.2% | +9.1% |
| 3Y | +359.7% | +142.0% | +217.7% | +172.5% |
| 5Y | +244.0% | -33.1% | +277.1% | +147.6% |
| All | +554.2% | -16.9% | +571.1% | +265.9% |
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