+33.3%
KORU vs GSK
+99.0%
-65.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +20.1% | -3.6% | +23.7% | +23.7% |
| 30D | +47.5% | -5.9% | +53.4% | +53.8% |
| 3M | -30.1% | -4.3% | -25.8% | -31.2% |
| 6M | +20.1% | -10.8% | +30.9% | +25.4% |
| YTD | +166.6% | +1.8% | +164.8% | +142.7% |
| 1Y | +458.9% | +23.5% | +435.5% | +311.0% |
| 3Y | +531.8% | +49.5% | +482.2% | +250.3% |
| 5Y | +67.7% | +49.7% | +18.0% | -12.5% |
| 10Y | +91.6% | +81.9% | +9.6% | -12.2% |
| All | +33.3% | +99.0% | -65.7% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling