+56.9%
KORU vs GPN
-44.5%
+101.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -4.3% | +2.6% | +0.7% |
| 30D | +13.5% | 0.0% | +13.5% | +13.0% |
| 3M | -45.2% | +35.8% | -81.0% | -57.5% |
| 6M | +17.1% | +22.0% | -4.9% | -0.9% |
| YTD | +154.1% | +15.2% | +138.9% | +116.7% |
| 1Y | +375.7% | +3.5% | +372.2% | +331.8% |
| 3Y | +474.0% | -26.9% | +501.0% | +559.6% |
| All | +56.9% | -44.5% | +101.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling