+86.3%
KORU vs GFS
-3.9%
+90.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.8% |
| 7D | +24.3% | +2.6% | +21.7% | +21.6% |
| 30D | +37.3% | -16.4% | +53.7% | +64.0% |
| 3M | -32.8% | -41.6% | +8.8% | +24.0% |
| 6M | +36.9% | -3.7% | +40.6% | +92.9% |
| YTD | +162.6% | +29.3% | +133.3% | +206.9% |
| 1Y | +467.0% | +37.1% | +429.9% | +538.5% |
| 3Y | +522.4% | -22.1% | +544.5% | +863.4% |
| All | +86.3% | -3.9% | +90.2% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling