+426.7%
KORU vs SHW
+19.9%
+406.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -11.4% |
| 7D | +2.3% | -4.5% | +6.8% | +7.5% |
| 30D | +20.0% | -12.7% | +32.7% | +39.0% |
| 3M | -32.7% | +4.7% | -37.4% | -39.0% |
| 6M | +13.3% | -3.4% | +16.8% | +15.0% |
| YTD | +133.2% | -1.3% | +134.5% | +135.4% |
| 1Y | +357.3% | -10.4% | +367.6% | +403.3% |
| All | +426.7% | +19.9% | +406.9% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 3y: compounded portfolio wealth divided by compounded SHW 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…
3y analysis · Full analysis span regression · 6 months rolling