+82.9%
KORU vs GIS
-19.5%
+102.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.0% |
| 7D | -1.7% | -6.4% | +4.7% | -1.5% |
| 30D | +13.5% | -6.1% | +19.6% | +13.6% |
| 3M | -45.2% | +7.8% | -53.0% | -46.8% |
| 6M | +17.1% | -8.8% | +25.9% | +18.2% |
| YTD | +154.1% | -19.1% | +173.3% | +163.5% |
| 1Y | +375.7% | -24.8% | +400.4% | +400.3% |
| 3Y | +474.0% | -37.6% | +511.6% | +527.1% |
| 5Y | +60.4% | -25.4% | +85.8% | +56.6% |
| All | +82.9% | -19.5% | +102.5% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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