+474.0%
KORU vs GFI
+287.6%
+186.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.2% | +9.8% |
| 7D | -1.7% | -4.9% | +3.1% | +1.8% |
| 30D | +13.5% | +10.7% | +2.8% | +6.5% |
| 3M | -45.2% | +25.6% | -70.8% | -52.8% |
| 6M | +17.1% | -8.3% | +25.4% | +28.4% |
| YTD | +154.1% | +6.3% | +147.8% | +169.2% |
| 1Y | +375.7% | +22.1% | +353.6% | +370.4% |
| 3Y | +474.0% | +289.2% | +184.8% | +214.8% |
| All | +474.0% | +287.6% | +186.4% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling