+426.7%
KORU vs GFS
-21.4%
+448.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.5% | -12.5% |
| 7D | +2.3% | +3.2% | -0.9% | -1.1% |
| 30D | +20.0% | -9.6% | +29.6% | +36.7% |
| 3M | -32.7% | -38.5% | +5.8% | +33.5% |
| 6M | +13.3% | -1.3% | +14.6% | +69.0% |
| YTD | +133.2% | +31.8% | +101.4% | +186.2% |
| 1Y | +357.3% | +44.6% | +312.7% | +429.0% |
| All | +426.7% | -21.4% | +448.2% | +758.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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