+47.5%
KORU vs GD
+97.9%
-50.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.8% | +15.2% | +14.6% |
| 7D | +13.0% | -5.3% | +18.3% | +16.8% |
| 30D | +27.3% | -6.4% | +33.7% | +31.9% |
| 3M | -55.3% | +5.7% | -61.0% | -58.6% |
| 6M | +11.6% | -0.9% | +12.5% | +8.9% |
| YTD | +158.5% | +8.2% | +150.4% | +134.3% |
| 1Y | +482.2% | +13.4% | +468.7% | +407.3% |
| 3Y | +471.9% | +68.5% | +403.4% | +239.7% |
| All | +47.5% | +97.9% | -50.4% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling