+29.3%
KORU vs GD
+596.7%
-567.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.8% | +15.2% | +15.5% |
| 7D | +13.0% | -5.3% | +18.3% | +19.7% |
| 30D | +27.3% | -6.4% | +33.7% | +35.4% |
| 3M | -55.3% | +5.7% | -61.0% | -60.5% |
| 6M | +11.6% | -0.9% | +12.5% | +5.7% |
| YTD | +158.5% | +8.2% | +150.4% | +119.5% |
| 1Y | +482.2% | +13.4% | +468.7% | +364.7% |
| 3Y | +471.9% | +68.5% | +403.4% | +159.3% |
| 5Y | +41.1% | +97.2% | -56.0% | -49.4% |
| 10Y | +80.2% | +190.2% | -110.0% | -57.1% |
| All | +29.3% | +596.7% | -567.4% | -87.1% |
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 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