+31.4%
KORU vs GME
+256.6%
-225.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +24.3% | +0.4% | +23.9% | +24.3% |
| 30D | +37.3% | -1.4% | +38.7% | +37.5% |
| 3M | -32.8% | -15.1% | -17.7% | -32.1% |
| 6M | +36.9% | -22.5% | +59.4% | +39.6% |
| YTD | +162.6% | -5.9% | +168.5% | +163.9% |
| 1Y | +467.0% | -18.6% | +485.7% | +475.6% |
| 3Y | +522.4% | +6.7% | +515.7% | +478.0% |
| 5Y | +57.9% | -62.0% | +119.9% | +51.0% |
| 10Y | +70.8% | +239.5% | -168.7% | -30.5% |
| All | +31.4% | +256.6% | -225.3% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling