+474.0%
KORU vs GNRC
+61.6%
+412.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.9% | +6.0% | +6.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.1% |
| 30D | +13.5% | -15.7% | +29.3% | +36.2% |
| 3M | -45.2% | -27.3% | -17.9% | -15.8% |
| 6M | +17.1% | -12.1% | +29.2% | +63.9% |
| YTD | +154.1% | +37.1% | +117.0% | +165.2% |
| 1Y | +375.7% | -0.5% | +376.1% | +505.3% |
| 3Y | +474.0% | +61.5% | +412.5% | +383.1% |
| All | +474.0% | +61.6% | +412.4% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling