+82.9%
KORU vs NVS
+179.5%
-96.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.2% |
| 7D | -1.7% | -14.3% | +12.6% | +13.8% |
| 30D | +13.5% | -10.0% | +23.5% | +21.2% |
| 3M | -45.2% | -10.9% | -34.3% | -43.8% |
| 6M | +17.1% | -12.0% | +29.1% | +22.8% |
| YTD | +154.1% | +2.5% | +151.6% | +122.3% |
| 1Y | +375.7% | +10.7% | +365.0% | +271.8% |
| 3Y | +474.0% | +53.3% | +420.7% | +173.9% |
| 5Y | +60.4% | +93.6% | -33.2% | -48.8% |
| All | +82.9% | +179.5% | -96.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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