+65.2%
KORU vs ALHC
-25.1%
+90.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +24.3% | -1.0% | +25.3% | +24.4% |
| 30D | +37.3% | -6.3% | +43.7% | +38.3% |
| 3M | -32.8% | -12.3% | -20.5% | -32.2% |
| 6M | +36.9% | -27.0% | +63.9% | +39.8% |
| YTD | +162.6% | -31.8% | +194.5% | +171.2% |
| 1Y | +467.0% | -17.0% | +484.0% | +468.3% |
| 3Y | +522.4% | +159.8% | +362.5% | +358.7% |
| All | +65.2% | -25.1% | +90.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling