+474.0%
KORU vs GPN
-27.6%
+501.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.1% |
| 7D | -1.7% | -4.6% | +2.9% | +0.1% |
| 30D | +13.5% | -0.3% | +13.8% | +13.3% |
| 3M | -45.2% | +35.4% | -80.6% | -54.9% |
| 6M | +17.1% | +21.7% | -4.5% | +3.1% |
| YTD | +154.1% | +14.9% | +139.3% | +126.4% |
| 1Y | +375.7% | +3.2% | +372.5% | +346.6% |
| 3Y | +474.0% | -27.1% | +501.2% | +566.6% |
| All | +474.0% | -27.6% | +501.6% | +566.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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