+426.7%
KORU vs GME
+14.2%
+412.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.5% | -15.0% | -12.8% |
| 7D | +2.3% | +6.0% | -3.7% | +1.6% |
| 30D | +20.0% | +8.3% | +11.7% | +18.9% |
| 3M | -32.7% | -9.1% | -23.7% | -32.3% |
| 6M | +13.3% | -16.3% | +29.7% | +15.6% |
| YTD | +133.2% | +1.5% | +131.7% | +133.1% |
| 1Y | +357.3% | -16.3% | +373.6% | +365.6% |
| All | +426.7% | +14.2% | +412.5% | +393.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling