-21.0%
BSX vs KORU
+431.1%
-452.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.5% | +8.4% | -3.9% |
| 7D | -8.2% | +2.3% | -10.5% | -8.2% |
| 30D | -15.8% | +20.0% | -35.8% | -16.2% |
| 3M | -10.8% | -32.7% | +21.9% | -11.6% |
| 6M | -38.4% | +13.3% | -51.7% | -43.0% |
| YTD | -54.8% | +133.2% | -188.0% | -60.5% |
| 1Y | -59.0% | +357.3% | -416.3% | -66.4% |
| All | -21.0% | +431.1% | -452.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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