-12.4%
KORU vs GD
+5.1%
-17.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.5% | +5.8% |
| 7D | -35.0% | -5.0% | -30.0% | -35.6% |
| 30D | -65.5% | +8.9% | -74.5% | -64.9% |
| 3M | -58.9% | -8.0% | -50.8% | -58.1% |
| 6M | -83.5% | +2.9% | -86.4% | -83.9% |
| YTD | -23.9% | +7.1% | -31.0% | -28.2% |
| 1Y | -12.4% | +5.9% | -18.4% | -17.1% |
| All | -12.4% | +5.1% | -17.5% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling