-57.6%
KORU vs GD
+605.3%
-663.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +8.8% |
| 7D | -25.8% | -3.0% | -22.8% | -22.0% |
| 30D | -56.9% | +9.3% | -66.2% | -61.2% |
| 3M | -55.7% | -7.2% | -48.5% | -52.8% |
| 6M | -83.7% | +5.5% | -89.1% | -85.8% |
| YTD | -15.3% | +9.5% | -24.8% | -29.7% |
| 1Y | +3.4% | +6.4% | -3.1% | -11.2% |
| 3Y | +133.8% | +59.8% | +73.9% | +14.6% |
| 5Y | -35.4% | +98.0% | -133.4% | -77.0% |
| 10Y | -27.3% | +177.4% | -204.7% | -81.8% |
| All | -57.6% | +605.3% | -663.0% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling