+70.8%
KORU vs GD
+189.7%
-118.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.5% |
| 7D | +24.3% | -3.5% | +27.8% | +28.9% |
| 30D | +37.3% | -9.0% | +46.4% | +50.8% |
| 3M | -32.8% | +5.1% | -37.9% | -39.3% |
| 6M | +36.9% | -1.0% | +37.9% | +29.3% |
| YTD | +162.6% | +7.3% | +155.3% | +125.0% |
| 1Y | +467.0% | +12.4% | +454.6% | +357.1% |
| 3Y | +522.4% | +73.7% | +448.7% | +167.5% |
| 5Y | +57.9% | +93.8% | -35.9% | -43.4% |
| 10Y | +70.8% | +190.6% | -119.8% | -50.4% |
| All | +70.8% | +189.7% | -118.9% | -50.4% |
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