+264.3%
KORU vs GDDY
-28.3%
+292.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.5% | +6.5% | -26.0% | -15.1% |
| 7D | -20.9% | +3.1% | -24.0% | -17.9% |
| 30D | -14.0% | +10.1% | -24.1% | -5.7% |
| 3M | -55.0% | +37.0% | -92.0% | -42.3% |
| 6M | +17.4% | +28.6% | -11.2% | +50.7% |
| YTD | +104.6% | -15.8% | +120.4% | +170.5% |
| All | +264.3% | -28.3% | +292.6% | +460.3% |
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 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