+82.9%
KORU vs GM
+240.0%
-157.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.5% |
| 7D | -1.7% | -2.4% | +0.7% | -0.1% |
| 30D | +13.5% | -1.1% | +14.6% | +14.0% |
| 3M | -45.2% | +6.1% | -51.3% | -48.4% |
| 6M | +17.1% | +15.0% | +2.2% | +7.2% |
| YTD | +154.1% | +6.0% | +148.2% | +150.9% |
| 1Y | +375.7% | +47.1% | +328.6% | +237.8% |
| 3Y | +474.0% | +170.5% | +303.5% | +108.2% |
| 5Y | +60.4% | +80.5% | -20.1% | -14.6% |
| All | +82.9% | +240.0% | -157.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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