+482.2%
KORU vs GFI
+45.3%
+436.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.0% | +15.0% |
| 7D | +13.0% | +3.1% | +9.9% | +9.2% |
| 30D | +27.3% | +27.1% | +0.2% | -0.9% |
| 3M | -55.3% | +21.2% | -76.4% | -61.9% |
| 6M | +11.6% | -4.5% | +16.1% | +19.2% |
| YTD | +158.5% | +11.7% | +146.8% | +170.8% |
| 1Y | +482.2% | +46.0% | +436.1% | +483.1% |
| All | +482.2% | +45.3% | +436.9% | +483.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling