+82.9%
KORU vs GDDY
+207.2%
-124.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +7.9% |
| 7D | -1.7% | -3.2% | +1.5% | -0.3% |
| 30D | +13.5% | +6.8% | +6.7% | +5.8% |
| 3M | -45.2% | +30.5% | -75.7% | -60.3% |
| 6M | +17.1% | +13.3% | +3.8% | -9.1% |
| YTD | +154.1% | -21.0% | +175.1% | +149.3% |
| 1Y | +375.7% | -34.0% | +409.7% | +445.5% |
| 3Y | +474.0% | +33.1% | +441.0% | +209.4% |
| 5Y | +60.4% | +30.3% | +30.1% | -11.2% |
| All | +82.9% | +207.2% | -124.3% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling