+16.4%
GS vs KORU
-12.1%
+28.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.2% | +6.7% | +1.0% |
| 7D | +1.6% | -34.5% | +36.1% | +4.8% |
| 30D | +1.7% | -59.6% | +61.3% | +8.9% |
| 3M | -11.6% | -56.1% | +44.5% | -7.3% |
| 6M | -1.9% | -84.7% | +82.8% | +5.3% |
| YTD | +5.1% | -20.6% | +25.6% | -16.0% |
| 1Y | +16.4% | -13.9% | +30.3% | -9.0% |
| All | +16.4% | -12.1% | +28.6% | -9.0% |
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