-42.9%
KORU vs GD
+94.5%
-137.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.5% | +6.2% |
| 7D | -35.0% | -5.0% | -30.0% | -32.5% |
| 30D | -65.5% | +8.9% | -74.5% | -67.3% |
| 3M | -58.9% | -8.0% | -50.8% | -57.0% |
| 6M | -83.5% | +2.9% | -86.4% | -84.6% |
| YTD | -23.9% | +7.1% | -31.0% | -30.7% |
| 1Y | -12.4% | +5.9% | -18.4% | -19.6% |
| 3Y | +82.1% | +53.9% | +28.2% | +18.1% |
| All | -42.9% | +94.5% | -137.5% | -74.4% |
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 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