-57.7%
KORU vs HAL
+10.2%
-67.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -7.5% |
| 7D | +11.1% | +6.1% | +5.1% | +7.0% |
| 30D | -40.6% | +2.9% | -43.5% | -41.1% |
| 3M | -63.9% | +3.3% | -67.2% | -64.4% |
| 6M | -82.8% | -16.9% | -65.9% | -80.5% |
| YTD | -15.4% | +21.2% | -36.6% | -25.8% |
| 1Y | -3.3% | +27.5% | -30.8% | -17.9% |
| 3Y | +136.2% | -6.4% | +142.6% | +133.5% |
| 5Y | -36.7% | +58.0% | -94.7% | -60.3% |
| 10Y | -22.9% | -14.6% | -8.3% | -43.4% |
| All | -57.7% | +10.2% | -67.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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