-25.1%
KORU vs GILD
+40.5%
-65.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -4.0% | -33.4% | -37.0% |
| 7D | -48.7% | +1.2% | -49.9% | -48.1% |
| 30D | -68.9% | +16.2% | -85.1% | -69.1% |
| 3M | -64.6% | +27.9% | -92.5% | -66.0% |
| 6M | -82.2% | +27.1% | -109.2% | -83.2% |
| YTD | -28.1% | +39.0% | -67.0% | -29.3% |
| 1Y | -25.1% | +40.1% | -65.2% | -26.5% |
| All | -25.1% | +40.5% | -65.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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