+83.4%
JNJ vs KORU
+43.7%
+39.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.5% | +12.2% | -0.3% |
| 7D | -4.3% | +2.3% | -6.7% | -4.3% |
| 30D | +3.0% | +20.0% | -17.0% | +3.1% |
| 3M | +12.2% | -32.7% | +45.0% | +12.0% |
| 6M | +10.5% | +13.3% | -2.9% | +8.0% |
| YTD | +30.8% | +133.2% | -102.4% | +26.0% |
| 1Y | +54.9% | +357.3% | -302.3% | +47.0% |
| 3Y | +80.7% | +452.7% | -372.0% | +68.8% |
| 5Y | +83.4% | +47.2% | +36.2% | +75.6% |
| All | +83.4% | +43.7% | +39.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling