+356.1%
GLW vs KORU
+126.0%
+230.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +11.3% | -2.0% | +6.5% |
| 7D | -5.9% | -25.8% | +20.0% | -0.2% |
| 30D | -26.0% | -56.9% | +30.9% | -11.8% |
| 3M | -29.9% | -55.7% | +25.8% | -18.6% |
| 6M | -37.8% | -83.7% | +45.9% | -19.3% |
| YTD | +33.1% | -15.3% | +48.4% | +18.7% |
| 1Y | +36.8% | +3.4% | +33.5% | +17.5% |
| 3Y | +356.1% | +133.8% | +222.3% | +217.5% |
| All | +356.1% | +126.0% | +230.1% | +217.5% |
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