+154.7%
GS vs KORU
-32.1%
+186.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.8% |
| 7D | +5.1% | +24.3% | -19.2% | +1.9% |
| 30D | +2.4% | -44.8% | +47.3% | +8.1% |
| 3M | -11.5% | -60.0% | +48.6% | -4.5% |
| 6M | -2.5% | -78.7% | +76.2% | +3.4% |
| YTD | +5.5% | -10.6% | +16.0% | -18.8% |
| 1Y | +11.0% | -3.8% | +14.8% | -16.0% |
| 3Y | +200.1% | +142.0% | +58.1% | +73.7% |
| 5Y | +154.7% | -33.1% | +187.8% | +77.5% |
| All | +154.7% | -32.1% | +186.8% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling