+33.3%
KORU vs GWW
+601.5%
-568.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.2% |
| 7D | +20.1% | -0.5% | +20.6% | +20.6% |
| 30D | +47.5% | -1.4% | +48.9% | +48.8% |
| 3M | -30.1% | -3.6% | -26.4% | -28.1% |
| 6M | +20.1% | +15.1% | +5.0% | +5.0% |
| YTD | +166.6% | +27.5% | +139.1% | +111.4% |
| 1Y | +458.9% | +29.6% | +429.3% | +335.3% |
| 3Y | +531.8% | +90.1% | +441.7% | +243.6% |
| 5Y | +67.7% | +222.6% | -154.9% | -46.3% |
| 10Y | +91.6% | +566.5% | -475.0% | -65.6% |
| All | +33.3% | +601.5% | -568.1% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling