+139.3%
GS vs KORU
-42.6%
+181.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.1% |
| 7D | -3.2% | -35.0% | +31.8% | +1.2% |
| 30D | -2.4% | -65.5% | +63.1% | +9.5% |
| 3M | -15.7% | -58.9% | +43.2% | -9.4% |
| 6M | -6.8% | -83.5% | +76.8% | +1.7% |
| YTD | -0.1% | -23.9% | +23.8% | -21.3% |
| 1Y | +12.1% | -12.4% | +24.5% | -14.4% |
| 3Y | +185.8% | +82.1% | +103.7% | +73.2% |
| All | +139.3% | -42.6% | +181.9% | +70.5% |
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