+136.2%
KORU vs ALHC
+22.7%
+113.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -5.3% |
| 7D | +11.1% | +0.3% | +10.9% | +11.1% |
| 30D | -40.6% | -10.6% | -30.0% | -40.2% |
| 3M | -63.9% | -45.3% | -18.6% | -63.5% |
| 6M | -82.8% | -59.7% | -23.1% | -82.2% |
| YTD | -15.4% | -62.7% | +47.3% | -12.7% |
| 1Y | -3.3% | -56.1% | +52.9% | -0.6% |
| 3Y | +136.2% | +21.3% | +114.9% | +111.2% |
| All | +136.2% | +22.7% | +113.5% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling