+22.5%
KORU vs GEHC
+15.6%
+7.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.4% | -11.7% | -7.0% |
| 7D | -24.3% | +13.2% | -37.5% | -27.2% |
| 30D | -54.2% | +30.6% | -84.8% | -57.9% |
| 3M | -45.4% | +22.2% | -67.7% | -48.9% |
| 6M | -66.5% | +40.8% | -107.3% | -74.2% |
| YTD | +14.9% | +4.8% | +10.1% | +35.4% |
| 1Y | +22.5% | +15.7% | +6.8% | +30.1% |
| All | +22.5% | +15.6% | +7.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling