-10.2%
KORU vs EQH
+234.7%
-244.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +7.6% |
| 7D | -1.7% | +0.7% | -2.4% | -2.5% |
| 30D | +13.5% | +2.8% | +10.7% | +9.5% |
| 3M | -45.2% | +23.1% | -68.3% | -57.3% |
| 6M | +17.1% | +41.4% | -24.3% | -20.3% |
| YTD | +154.1% | +14.3% | +139.9% | +114.1% |
| 1Y | +375.7% | +1.6% | +374.1% | +341.7% |
| 3Y | +474.0% | +102.7% | +371.3% | +144.8% |
| 5Y | +60.4% | +104.5% | -44.1% | -30.0% |
| All | -10.2% | +234.7% | -244.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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