+22.5%
KORU vs GWW
+55.5%
-32.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | -8.3% |
| 7D | -24.3% | +11.1% | -35.4% | -28.3% |
| 30D | -54.2% | +15.7% | -70.0% | -58.0% |
| 3M | -45.4% | +14.8% | -60.2% | -49.9% |
| 6M | -66.5% | +30.9% | -97.4% | -73.3% |
| YTD | +14.9% | +48.5% | -33.6% | -19.6% |
| 1Y | +22.5% | +57.1% | -34.6% | -17.8% |
| All | +22.5% | +55.5% | -32.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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