+31.4%
KORU vs AMGN
+444.3%
-412.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.1% | +11.7% | +9.6% |
| 7D | +24.3% | -10.3% | +34.6% | +34.2% |
| 30D | +37.3% | -3.8% | +41.1% | +39.0% |
| 3M | -32.8% | +14.4% | -47.2% | -42.2% |
| 6M | +36.9% | +7.8% | +29.1% | +23.6% |
| YTD | +162.6% | +22.6% | +140.0% | +113.3% |
| 1Y | +467.0% | +44.2% | +422.8% | +296.6% |
| 3Y | +522.4% | +65.8% | +456.6% | +273.4% |
| 5Y | +57.9% | +108.0% | -50.1% | -23.6% |
| 10Y | +70.8% | +209.9% | -139.1% | -35.1% |
| All | +31.4% | +444.3% | -412.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling