+426.7%
KORU vs BMY
+20.8%
+405.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -12.5% |
| 7D | +2.3% | -6.4% | +8.7% | +2.4% |
| 30D | +20.0% | +0.2% | +19.8% | +19.9% |
| 3M | -32.7% | +16.0% | -48.7% | -33.4% |
| 6M | +13.3% | +8.3% | +5.0% | +13.4% |
| YTD | +133.2% | +22.2% | +111.0% | +129.2% |
| 1Y | +357.3% | +41.7% | +315.6% | +335.9% |
| All | +426.7% | +20.8% | +405.9% | +491.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling