+225.5%
HOOD vs KORU
+14.7%
+210.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.5% | +10.8% | +1.6% |
| 7D | -9.1% | +2.3% | -11.5% | -10.3% |
| 30D | +20.1% | +20.0% | +0.1% | +12.1% |
| 3M | +31.2% | -32.7% | +64.0% | +24.1% |
| 6M | +44.3% | +13.3% | +31.0% | -7.8% |
| YTD | +0.2% | +133.2% | -133.0% | -56.5% |
| 1Y | -3.5% | +357.3% | -360.8% | -69.2% |
| 3Y | +955.2% | +452.7% | +502.6% | +165.0% |
| 5Y | +175.3% | +47.2% | +128.1% | +31.0% |
| All | +225.5% | +14.7% | +210.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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