+56.9%
KORU vs SHW
+11.4%
+45.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.1% | +7.2% |
| 7D | -1.7% | -3.1% | +1.4% | +1.4% |
| 30D | +13.5% | -10.0% | +23.6% | +25.8% |
| 3M | -45.2% | +2.3% | -47.5% | -48.3% |
| 6M | +17.1% | +0.7% | +16.5% | +15.0% |
| YTD | +154.1% | +0.5% | +153.6% | +153.4% |
| 1Y | +375.7% | -11.5% | +387.1% | +424.9% |
| 3Y | +474.0% | +21.3% | +452.7% | +391.6% |
| All | +56.9% | +11.4% | +45.5% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling