+474.0%
KORU vs GDDY
+30.8%
+443.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +9.2% |
| 7D | -1.7% | -3.2% | +1.5% | -1.9% |
| 30D | +13.5% | +6.8% | +6.7% | +14.6% |
| 3M | -45.2% | +30.5% | -75.7% | -46.1% |
| 6M | +17.1% | +13.3% | +3.8% | +17.8% |
| YTD | +154.1% | -21.0% | +175.1% | +192.1% |
| 1Y | +375.7% | -34.0% | +409.7% | +503.7% |
| 3Y | +474.0% | +33.1% | +441.0% | +218.8% |
| All | +474.0% | +30.8% | +443.2% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling