+67.9%
KORU vs GPC
+87.0%
-19.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.7% | -11.8% |
| 7D | +2.3% | -1.8% | +4.1% | +4.2% |
| 30D | +20.0% | +0.1% | +19.9% | +19.8% |
| 3M | -32.7% | +37.4% | -70.1% | -54.5% |
| 6M | +13.3% | +25.4% | -12.1% | -15.1% |
| YTD | +133.2% | +12.2% | +121.0% | +91.9% |
| 1Y | +357.3% | -0.3% | +357.6% | +319.5% |
| 3Y | +452.7% | -1.6% | +454.3% | +372.6% |
| 5Y | +47.2% | +31.0% | +16.2% | -11.1% |
| All | +67.9% | +87.0% | -19.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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