-36.9%
KORU vs GD
+99.6%
-136.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +11.1% | +2.7% | +8.5% | +9.5% |
| 30D | -40.6% | +8.6% | -49.2% | -43.4% |
| 3M | -63.9% | -7.1% | -56.8% | -62.4% |
| 6M | -82.8% | +7.5% | -90.3% | -84.3% |
| YTD | -15.4% | +9.9% | -25.3% | -24.1% |
| 1Y | -3.3% | +7.6% | -10.8% | -11.7% |
| 3Y | +136.2% | +56.2% | +80.0% | +52.6% |
| All | -36.9% | +99.6% | -136.4% | -72.7% |
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