+185.7%
GS vs KORU
+48.0%
+137.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.4% | -13.4% | -1.7% |
| 7D | +0.9% | +13.0% | -12.1% | -0.8% |
| 30D | -1.6% | +27.3% | -28.9% | -5.8% |
| 3M | -4.5% | -55.3% | +50.8% | -2.5% |
| 6M | +20.9% | +11.6% | +9.3% | +0.1% |
| YTD | +19.9% | +158.5% | -138.7% | -17.0% |
| 1Y | +41.4% | +482.2% | -440.7% | -17.5% |
| 3Y | +239.2% | +471.9% | -232.7% | +82.0% |
| All | +185.7% | +48.0% | +137.7% | +91.2% |
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