+91.6%
KORU vs HAS
+54.3%
+37.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.7% |
| 7D | +20.1% | -4.8% | +24.9% | +24.6% |
| 30D | +47.5% | -5.1% | +52.6% | +53.3% |
| 3M | -30.1% | +6.4% | -36.4% | -34.1% |
| 6M | +20.1% | -5.6% | +25.8% | +23.3% |
| YTD | +166.6% | +11.0% | +155.6% | +141.5% |
| 1Y | +458.9% | +16.8% | +442.2% | +386.6% |
| 3Y | +531.8% | +44.0% | +487.7% | +352.1% |
| 5Y | +67.7% | +11.0% | +56.7% | +49.0% |
| 10Y | +91.6% | +56.0% | +35.5% | +35.5% |
| All | +91.6% | +54.3% | +37.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling