+458.9%
KORU vs GPC
+0.6%
+458.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +20.1% | -0.6% | +20.7% | +20.3% |
| 30D | +47.5% | +1.3% | +46.2% | +47.0% |
| 3M | -30.1% | +37.1% | -67.2% | -43.8% |
| 6M | +20.1% | +23.2% | -3.1% | +0.6% |
| YTD | +166.6% | +13.1% | +153.5% | +143.8% |
| 1Y | +458.9% | +0.9% | +458.1% | +447.2% |
| All | +458.9% | +0.6% | +458.4% | +447.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling