-25.1%
KORU vs GDDY
-11.2%
-14.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | +1.5% | -38.9% | -36.2% |
| 7D | -48.7% | +13.4% | -62.1% | -42.1% |
| 30D | -68.9% | +22.3% | -91.3% | -62.5% |
| 3M | -64.6% | +30.9% | -95.5% | -54.0% |
| 6M | -82.2% | +37.3% | -119.5% | -73.5% |
| YTD | -28.1% | -3.2% | -24.9% | -1.9% |
| 1Y | -25.1% | -9.8% | -15.4% | +8.4% |
| All | -25.1% | -11.2% | -14.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling