+474.0%
KORU vs GRMN
+190.9%
+283.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.7% | +6.1% |
| 7D | -1.7% | +2.4% | -4.1% | -3.2% |
| 30D | +13.5% | -8.5% | +22.0% | +21.4% |
| 3M | -45.2% | +19.5% | -64.7% | -53.7% |
| 6M | +17.1% | +21.2% | -4.1% | +2.5% |
| YTD | +154.1% | +41.0% | +113.1% | +104.9% |
| 1Y | +375.7% | +19.6% | +356.1% | +320.8% |
| 3Y | +474.0% | +183.8% | +290.2% | +147.4% |
| All | +474.0% | +190.9% | +283.1% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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