+82.9%
KORU vs AMGN
+206.2%
-123.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +10.1% |
| 7D | -1.7% | -13.7% | +12.0% | +10.2% |
| 30D | +13.5% | -8.8% | +22.3% | +20.4% |
| 3M | -45.2% | +7.2% | -52.4% | -51.1% |
| 6M | +17.1% | +1.3% | +15.9% | +10.5% |
| YTD | +154.1% | +17.6% | +136.5% | +111.0% |
| 1Y | +375.7% | +37.2% | +338.5% | +239.0% |
| 3Y | +474.0% | +57.7% | +416.3% | +243.0% |
| 5Y | +60.4% | +106.3% | -45.8% | -28.3% |
| All | +82.9% | +206.2% | -123.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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