+82.9%
KORU vs GWRE
+131.0%
-48.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.7% |
| 7D | -1.7% | -13.2% | +11.5% | +5.2% |
| 30D | +13.5% | -18.6% | +32.1% | +19.9% |
| 3M | -45.2% | +18.9% | -64.1% | -59.3% |
| 6M | +17.1% | -11.0% | +28.1% | +4.5% |
| YTD | +154.1% | -29.9% | +184.0% | +158.8% |
| 1Y | +375.7% | -44.3% | +420.0% | +476.4% |
| 3Y | +474.0% | +51.7% | +422.3% | +171.5% |
| 5Y | +60.4% | +15.4% | +45.0% | -5.8% |
| All | +82.9% | +131.0% | -48.1% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling