+463.3%
GLW vs KORU
+521.6%
-58.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +7.2% |
| 7D | +14.0% | +24.3% | -10.3% | +8.5% |
| 30D | +0.4% | +37.3% | -37.0% | -7.8% |
| 3M | -11.3% | -32.8% | +21.5% | -9.9% |
| 6M | +35.1% | +36.9% | -1.8% | +9.6% |
| YTD | +90.5% | +162.6% | -72.1% | +35.8% |
| 1Y | +132.0% | +467.0% | -335.0% | +44.3% |
| 3Y | +463.3% | +522.4% | -59.0% | +219.4% |
| All | +463.3% | +521.6% | -58.3% | +219.4% |
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