+474.0%
KORU vs GSK
+47.2%
+426.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | +13.5% | -3.4% | +17.0% | +14.2% |
| 3M | -45.2% | -8.1% | -37.1% | -44.9% |
| 6M | +17.1% | -11.1% | +28.3% | +20.4% |
| YTD | +154.1% | +0.7% | +153.4% | +147.3% |
| 1Y | +375.7% | +20.1% | +355.5% | +323.2% |
| 3Y | +474.0% | +46.1% | +427.9% | +357.4% |
| All | +474.0% | +47.2% | +426.8% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling