+27.4%
KORU vs ALHC
-28.9%
+56.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.5% | +13.4% |
| 7D | +13.0% | -0.6% | +13.6% | +13.1% |
| 30D | +27.3% | -1.0% | +28.3% | +27.4% |
| 3M | -55.3% | -10.2% | -45.1% | -55.1% |
| 6M | +11.6% | -28.3% | +39.9% | +14.3% |
| YTD | +158.5% | -31.4% | +190.0% | +166.7% |
| 1Y | +482.2% | -16.9% | +499.1% | +483.3% |
| 3Y | +471.9% | +135.5% | +336.4% | +338.2% |
| 5Y | +41.1% | -33.6% | +74.8% | +23.0% |
| All | +27.4% | -28.9% | +56.3% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling