-41.5%
KORU vs GD
+190.6%
-232.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.5% | +6.5% |
| 7D | -35.0% | -5.0% | -30.0% | -30.3% |
| 30D | -65.5% | +8.9% | -74.5% | -68.8% |
| 3M | -58.9% | -8.0% | -50.8% | -55.9% |
| 6M | -83.5% | +2.9% | -86.4% | -85.3% |
| YTD | -23.9% | +7.1% | -31.0% | -35.2% |
| 1Y | -12.4% | +5.9% | -18.4% | -24.6% |
| 3Y | +82.1% | +53.9% | +28.2% | -6.5% |
| 5Y | -42.6% | +95.4% | -138.1% | -79.6% |
| All | -41.5% | +190.6% | -232.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling