+56.9%
KORU vs GME
-56.3%
+113.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.2% | +8.3% |
| 7D | -1.7% | +10.4% | -12.1% | -3.4% |
| 30D | +13.5% | +14.1% | -0.5% | +11.1% |
| 3M | -45.2% | -4.6% | -40.6% | -45.0% |
| 6M | +17.1% | -13.5% | +30.7% | +20.2% |
| YTD | +154.1% | +5.3% | +148.8% | +151.9% |
| 1Y | +375.7% | -14.9% | +390.6% | +387.8% |
| 3Y | +474.0% | +24.3% | +449.8% | +325.2% |
| All | +56.9% | -56.3% | +113.3% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling