+608.2%
KORU vs GEHC
+6.6%
+601.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +3.5% |
| 7D | +24.3% | -5.2% | +29.5% | +28.3% |
| 30D | +37.3% | -7.0% | +44.3% | +43.1% |
| 3M | -32.8% | +3.3% | -36.1% | -39.4% |
| 6M | +36.9% | -10.0% | +46.9% | +41.2% |
| YTD | +162.6% | -18.5% | +181.1% | +193.4% |
| 1Y | +467.0% | -14.4% | +481.4% | +510.2% |
| 3Y | +522.4% | +3.4% | +518.9% | +495.8% |
| All | +608.2% | +6.6% | +601.6% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling