+56.9%
KORU vs GILD
+142.1%
-85.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.7% | +9.3% |
| 7D | -1.7% | -4.8% | +3.1% | +0.5% |
| 30D | +13.5% | +5.8% | +7.8% | +9.8% |
| 3M | -45.2% | +14.9% | -60.1% | -50.5% |
| 6M | +17.1% | -0.4% | +17.5% | +15.9% |
| YTD | +154.1% | +18.5% | +135.6% | +131.7% |
| 1Y | +375.7% | +25.1% | +350.6% | +319.8% |
| 3Y | +474.0% | +105.9% | +368.1% | +275.7% |
| All | +56.9% | +142.1% | -85.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling