+29.3%
KORU vs GPC
+162.6%
-133.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.1% | +12.3% | +12.3% |
| 7D | +13.0% | +1.2% | +11.8% | +11.9% |
| 30D | +27.3% | +6.0% | +21.3% | +20.1% |
| 3M | -55.3% | +42.6% | -97.9% | -71.3% |
| 6M | +11.6% | +22.8% | -11.2% | -15.5% |
| YTD | +158.5% | +15.5% | +143.1% | +105.8% |
| 1Y | +482.2% | +2.0% | +480.1% | +420.4% |
| 3Y | +471.9% | -1.4% | +473.3% | +388.6% |
| 5Y | +41.1% | +30.6% | +10.5% | -14.0% |
| 10Y | +80.2% | +80.6% | -0.4% | -20.6% |
| All | +29.3% | +162.6% | -133.3% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling