+375.7%
JNJ vs KORU
+35.0%
+340.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -0.8% | +24.3% | -25.1% | -1.7% |
| 30D | +4.3% | +37.3% | -33.0% | +2.5% |
| 3M | +16.5% | -32.8% | +49.3% | +15.3% |
| 6M | +13.1% | +36.9% | -23.8% | +3.1% |
| YTD | +32.1% | +162.6% | -130.5% | +13.8% |
| 1Y | +54.5% | +467.0% | -412.5% | +25.0% |
| 3Y | +82.5% | +522.4% | -439.8% | +41.1% |
| 5Y | +80.0% | +57.9% | +22.1% | +50.8% |
| 10Y | +195.7% | +70.8% | +124.9% | +115.6% |
| All | +375.7% | +35.0% | +340.7% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling