-52.9%
KORU vs HAS
+336.5%
-389.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.8% | +16.6% | +17.1% |
| 7D | -18.1% | +2.0% | -20.1% | -18.6% |
| 30D | -45.7% | +30.9% | -76.7% | -56.1% |
| 3M | -51.6% | +28.8% | -80.3% | -60.6% |
| 6M | -82.6% | +32.3% | -115.0% | -86.4% |
| YTD | -5.9% | +54.7% | -60.6% | -34.4% |
| 1Y | +3.3% | +63.2% | -60.0% | -31.0% |
| 3Y | +154.5% | +220.7% | -66.2% | -1.1% |
| 5Y | -26.6% | +53.3% | -79.9% | -49.5% |
| 10Y | -14.3% | +104.2% | -118.5% | -56.0% |
| All | -52.9% | +336.5% | -389.5% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling