+52.3%
KORU vs GH
+467.1%
-414.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.3% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | +13.5% | -4.7% | +18.2% | +15.5% |
| 3M | -45.2% | +20.2% | -65.4% | -49.1% |
| 6M | +17.1% | +78.8% | -61.6% | -3.2% |
| YTD | +154.1% | +54.1% | +100.1% | +119.0% |
| 1Y | +375.7% | +177.1% | +198.6% | +231.7% |
| 3Y | +474.0% | +371.6% | +102.4% | +209.0% |
| 5Y | +60.4% | +21.9% | +38.5% | +18.3% |
| All | +52.3% | +467.1% | -414.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling