+16.6%
KORU vs GM
+319.8%
-303.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.8% | -15.3% | -15.1% |
| 7D | +2.3% | -1.1% | +3.4% | +2.8% |
| 30D | +20.0% | -3.4% | +23.4% | +22.7% |
| 3M | -32.7% | +8.7% | -41.4% | -37.7% |
| 6M | +13.3% | +15.4% | -2.1% | +3.5% |
| YTD | +133.2% | +6.6% | +126.6% | +129.4% |
| 1Y | +357.3% | +51.5% | +305.8% | +217.2% |
| 3Y | +452.7% | +169.3% | +283.3% | +104.3% |
| 5Y | +47.2% | +81.6% | -34.3% | -21.2% |
| 10Y | +67.6% | +240.7% | -173.1% | -53.4% |
| All | +16.6% | +319.8% | -303.2% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling