+82.9%
KORU vs GSK
+80.1%
+2.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -3.5% | +1.8% | +1.3% |
| 30D | +13.5% | -3.4% | +17.0% | +16.0% |
| 3M | -45.2% | -8.1% | -37.1% | -44.3% |
| 6M | +17.1% | -11.1% | +28.3% | +22.6% |
| YTD | +154.1% | +0.7% | +153.4% | +134.6% |
| 1Y | +375.7% | +20.1% | +355.5% | +262.8% |
| 3Y | +474.0% | +46.1% | +427.9% | +229.4% |
| 5Y | +60.4% | +48.2% | +12.2% | -15.6% |
| All | +82.9% | +80.1% | +2.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling