+74.9%
KORU vs GTLB
-49.8%
+124.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.1% | -14.6% | -13.1% |
| 7D | +2.3% | -4.1% | +6.4% | +3.4% |
| 30D | +20.0% | +12.3% | +7.7% | +15.2% |
| 3M | -32.7% | +65.9% | -98.6% | -43.9% |
| 6M | +13.3% | +104.0% | -90.6% | -12.6% |
| YTD | +133.2% | +26.0% | +107.2% | +105.7% |
| 1Y | +357.3% | -3.5% | +360.8% | +340.4% |
| 3Y | +452.7% | -9.6% | +462.3% | +412.7% |
| All | +74.9% | -49.8% | +124.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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