+192.5%
JNJ vs KORU
+92.5%
+100.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.3% | -0.6% |
| 7D | -3.5% | -1.7% | -1.8% | -3.5% |
| 30D | +2.3% | +13.5% | -11.2% | +1.5% |
| 3M | +12.0% | -45.2% | +57.2% | +12.3% |
| 6M | +10.5% | +17.1% | -6.7% | +2.2% |
| YTD | +30.4% | +154.1% | -123.7% | +13.3% |
| 1Y | +52.1% | +375.7% | -323.5% | +25.7% |
| 3Y | +77.8% | +474.0% | -396.2% | +39.8% |
| 5Y | +82.9% | +60.4% | +22.5% | +55.2% |
| All | +192.5% | +92.5% | +100.0% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling