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  • GLW vs KORU✓SelectedUSD · KORUGLW vs KORU performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs KORU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+867.9%
KORU return
+81.6%
Excess return
+786.3%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKORUExcessAlpha
1D+1.5%+1.5%0.0%+1.2%
7D+16.9%+20.1%-3.2%+12.0%
30D+7.0%+47.5%-40.5%-3.4%
3M-3.0%-30.1%+27.1%-2.3%
6M+31.0%+20.1%+10.9%+6.0%
YTD+93.4%+166.6%-73.2%+28.0%
1Y+134.7%+458.9%-324.2%+30.0%
3Y+471.8%+531.8%-60.0%+178.8%
5Y+394.5%+67.7%+326.8%+196.8%
10Y+867.9%+91.6%+776.4%+352.7%
All+867.9%+81.6%+786.3%+352.7%

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