-55.9%
KORU vs ALHC
-60.6%
+4.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.6% |
| 7D | +24.3% | -0.8% | +25.1% | +24.4% |
| 30D | -44.8% | -9.6% | -35.2% | -43.9% |
| 3M | -60.0% | -44.5% | -15.5% | -57.5% |
| 6M | -78.7% | -59.2% | -19.5% | -76.7% |
| YTD | -10.6% | -62.0% | +51.5% | -1.7% |
| 1Y | -3.8% | -54.8% | +51.0% | +3.0% |
| 3Y | +142.0% | +25.0% | +117.0% | +102.8% |
| 5Y | -33.1% | -65.3% | +32.2% | -37.3% |
| All | -55.9% | -60.6% | +4.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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