+96.9%
KORU vs GTLB
-50.0%
+146.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +3.1% |
| 7D | +24.3% | +4.6% | +19.7% | +22.6% |
| 30D | +37.3% | +21.0% | +16.3% | +29.0% |
| 3M | -32.8% | +51.7% | -84.5% | -42.3% |
| 6M | +36.9% | +89.3% | -52.4% | +8.3% |
| YTD | +162.6% | +25.6% | +137.0% | +132.1% |
| 1Y | +467.0% | -1.5% | +468.6% | +443.3% |
| 3Y | +522.4% | -9.9% | +532.3% | +478.5% |
| All | +96.9% | -50.0% | +146.9% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling