+41.4%
GS vs KORU
+487.7%
-446.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.4% | -13.4% | -1.1% |
| 7D | +0.9% | +13.0% | -12.1% | -0.2% |
| 30D | -1.6% | +27.3% | -28.9% | -4.4% |
| 3M | -4.5% | -55.3% | +50.8% | -3.8% |
| 6M | +20.9% | +11.6% | +9.3% | +7.1% |
| YTD | +19.9% | +158.5% | -138.7% | -4.6% |
| 1Y | +41.4% | +482.2% | -440.7% | +5.1% |
| All | +41.4% | +487.7% | -446.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling