+643.2%
GEV vs KORU
+419.2%
+224.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | +8.1% | +24.3% | -16.2% | +3.7% |
| 30D | -1.9% | +37.3% | -39.2% | -8.7% |
| 3M | +4.1% | -32.8% | +36.9% | +3.6% |
| 6M | +23.2% | +36.9% | -13.7% | -7.0% |
| YTD | +48.9% | +162.6% | -113.7% | -9.5% |
| 1Y | +62.2% | +467.0% | -404.8% | -22.3% |
| All | +643.2% | +419.2% | +224.0% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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