+482.2%
KORU vs GDDY
-29.3%
+511.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.7% | +12.0% |
| 7D | +13.0% | +3.7% | +9.3% | +15.9% |
| 30D | +27.3% | +10.4% | +16.9% | +36.8% |
| 3M | -55.3% | +19.4% | -74.7% | -46.1% |
| 6M | +11.6% | +14.3% | -2.7% | +35.1% |
| YTD | +158.5% | -18.4% | +176.9% | +226.0% |
| 1Y | +482.2% | -30.1% | +512.2% | +678.9% |
| All | +482.2% | -29.3% | +511.5% | +678.9% |
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