+31.4%
KORU vs GAP
-6.6%
+37.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +24.3% | +1.7% | +22.6% | +23.4% |
| 30D | +37.3% | +9.3% | +28.0% | +30.0% |
| 3M | -32.8% | +6.1% | -38.9% | -35.9% |
| 6M | +36.9% | -2.3% | +39.2% | +34.9% |
| YTD | +162.6% | -10.6% | +173.2% | +168.3% |
| 1Y | +467.0% | -4.4% | +471.5% | +459.0% |
| 3Y | +522.4% | +118.3% | +404.1% | +268.7% |
| 5Y | +57.9% | +12.2% | +45.7% | +16.4% |
| 10Y | +70.8% | +33.7% | +37.0% | -12.3% |
| All | +31.4% | -6.6% | +37.9% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling