+375.7%
KORU vs GWRE
-44.7%
+420.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +9.2% |
| 7D | -1.7% | -13.2% | +11.5% | -7.0% |
| 30D | +13.5% | -18.6% | +32.1% | +6.7% |
| 3M | -45.2% | +18.9% | -64.1% | -42.3% |
| 6M | +17.1% | -11.0% | +28.1% | +35.2% |
| YTD | +154.1% | -29.9% | +184.0% | +196.1% |
| 1Y | +375.7% | -44.3% | +420.0% | +530.2% |
| All | +375.7% | -44.7% | +420.3% | +530.2% |
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