+16.6%
KORU vs NVS
+239.5%
-222.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.5% | -12.5% |
| 7D | +2.3% | -15.7% | +18.0% | +21.3% |
| 30D | +20.0% | -11.1% | +31.1% | +30.3% |
| 3M | -32.7% | -7.2% | -25.5% | -33.6% |
| 6M | +13.3% | -12.3% | +25.7% | +19.8% |
| YTD | +133.2% | +2.8% | +130.5% | +103.6% |
| 1Y | +357.3% | +11.9% | +345.3% | +252.1% |
| 3Y | +452.7% | +55.1% | +397.6% | +160.5% |
| 5Y | +47.2% | +94.1% | -46.9% | -52.0% |
| 10Y | +67.6% | +181.2% | -113.6% | -60.8% |
| All | +16.6% | +239.5% | -222.8% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling