+56.9%
KORU vs GWW
+222.0%
-165.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.5% |
| 7D | -1.7% | -3.4% | +1.7% | +0.9% |
| 30D | +13.5% | -1.9% | +15.4% | +14.9% |
| 3M | -45.2% | -2.4% | -42.8% | -44.4% |
| 6M | +17.1% | +15.7% | +1.4% | +3.3% |
| YTD | +154.1% | +27.6% | +126.5% | +106.6% |
| 1Y | +375.7% | +27.2% | +348.5% | +286.8% |
| 3Y | +474.0% | +89.7% | +384.3% | +242.8% |
| All | +56.9% | +222.0% | -165.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling