+375.7%
KORU vs INCY
+41.2%
+334.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.4% | +9.5% |
| 7D | -1.7% | -4.2% | +2.5% | -0.1% |
| 30D | +13.5% | +0.6% | +13.0% | +13.6% |
| 3M | -45.2% | +12.6% | -57.9% | -50.1% |
| 6M | +17.1% | +28.3% | -11.2% | -5.8% |
| YTD | +154.1% | +23.0% | +131.2% | +113.2% |
| 1Y | +375.7% | +41.0% | +334.7% | +278.7% |
| All | +375.7% | +41.2% | +334.4% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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