+33.3%
KORU vs SHW
+557.2%
-523.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +3.2% |
| 7D | +20.1% | -3.2% | +23.3% | +24.0% |
| 30D | +47.5% | -11.4% | +58.9% | +66.8% |
| 3M | -30.1% | +3.5% | -33.5% | -34.6% |
| 6M | +20.1% | -3.4% | +23.5% | +22.1% |
| YTD | +166.6% | -0.3% | +166.9% | +166.5% |
| 1Y | +458.9% | -10.4% | +469.4% | +512.4% |
| 3Y | +531.8% | +21.3% | +510.5% | +417.3% |
| 5Y | +67.7% | +12.9% | +54.8% | +42.6% |
| 10Y | +91.6% | +284.1% | -192.5% | -42.6% |
| All | +33.3% | +557.2% | -523.8% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling