+82.9%
KORU vs GME
+285.6%
-202.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.2% | +8.7% |
| 7D | -1.7% | +10.4% | -12.1% | -2.3% |
| 30D | +13.5% | +14.1% | -0.5% | +12.6% |
| 3M | -45.2% | -4.6% | -40.6% | -45.1% |
| 6M | +17.1% | -13.5% | +30.7% | +18.3% |
| YTD | +154.1% | +5.3% | +148.8% | +153.4% |
| 1Y | +375.7% | -14.9% | +390.6% | +380.5% |
| 3Y | +474.0% | +24.3% | +449.8% | +434.1% |
| 5Y | +60.4% | -55.6% | +116.0% | +52.7% |
| All | +82.9% | +285.6% | -202.7% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling