+482.2%
KORU vs GME
-15.8%
+498.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.4% | +13.8% | +13.6% |
| 7D | +13.0% | +7.2% | +5.8% | +9.0% |
| 30D | +27.3% | +0.8% | +26.5% | +26.9% |
| 3M | -55.3% | -14.0% | -41.3% | -52.0% |
| 6M | +11.6% | -19.7% | +31.3% | +25.4% |
| YTD | +158.5% | -4.6% | +163.1% | +158.8% |
| 1Y | +482.2% | -14.3% | +496.5% | +510.8% |
| All | +482.2% | -15.8% | +498.0% | +510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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