+82.9%
KORU vs BMY
+63.7%
+19.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.1% |
| 7D | -1.7% | -4.8% | +3.1% | +0.9% |
| 30D | +13.5% | -0.1% | +13.6% | +12.9% |
| 3M | -45.2% | +13.1% | -58.3% | -50.7% |
| 6M | +17.1% | +8.4% | +8.7% | +6.5% |
| YTD | +154.1% | +22.0% | +132.2% | +115.7% |
| 1Y | +375.7% | +40.3% | +335.4% | +263.6% |
| 3Y | +474.0% | +20.5% | +453.5% | +362.6% |
| 5Y | +60.4% | +23.7% | +36.7% | +21.4% |
| All | +82.9% | +63.7% | +19.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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