+47.2%
KORU vs GAP
+3.0%
+44.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -11.7% |
| 7D | +2.3% | -6.3% | +8.6% | +4.9% |
| 30D | +20.0% | -0.2% | +20.2% | +18.8% |
| 3M | -32.7% | 0.0% | -32.7% | -34.0% |
| 6M | +13.3% | -8.1% | +21.4% | +14.9% |
| YTD | +133.2% | -16.5% | +149.7% | +144.6% |
| 1Y | +357.3% | -10.5% | +367.7% | +364.4% |
| 3Y | +452.7% | +104.0% | +348.7% | +263.8% |
| 5Y | +47.2% | +6.8% | +40.4% | +1.0% |
| All | +47.2% | +3.0% | +44.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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