+482.2%
KORU vs GWRE
-25.4%
+507.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -19.9% | +33.4% | +6.4% |
| 7D | +13.0% | -21.1% | +34.1% | +5.5% |
| 30D | +27.3% | +1.3% | +26.0% | +29.4% |
| 3M | -55.3% | +7.4% | -62.7% | -49.0% |
| 6M | +11.6% | +5.6% | +6.0% | +31.0% |
| YTD | +158.5% | -19.2% | +177.7% | +204.5% |
| 1Y | +482.2% | -25.1% | +507.3% | +596.0% |
| All | +482.2% | -25.4% | +507.6% | +596.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling