+80.2%
KORU vs GFS
0.0%
+80.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.0% |
| 7D | -1.7% | +3.8% | -5.6% | -4.9% |
| 30D | +13.5% | -11.7% | +25.2% | +28.7% |
| 3M | -45.2% | -41.8% | -3.4% | -0.2% |
| 6M | +17.1% | +6.6% | +10.5% | +53.1% |
| YTD | +154.1% | +34.6% | +119.5% | +186.6% |
| 1Y | +375.7% | +46.2% | +329.5% | +409.7% |
| 3Y | +474.0% | -20.3% | +494.3% | +766.6% |
| All | +80.2% | 0.0% | +80.2% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling