+522.4%
KORU vs GPC
-2.2%
+524.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +3.0% |
| 7D | +24.3% | +0.2% | +24.1% | +24.2% |
| 30D | +37.3% | -0.4% | +37.7% | +37.5% |
| 3M | -32.8% | +39.2% | -72.0% | -47.1% |
| 6M | +36.9% | +18.2% | +18.7% | +18.9% |
| YTD | +162.6% | +12.1% | +150.5% | +134.3% |
| 1Y | +467.0% | -0.7% | +467.7% | +441.0% |
| 3Y | +522.4% | -1.7% | +524.0% | +461.3% |
| All | +522.4% | -2.2% | +524.6% | +461.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling