+82.9%
KORU vs HBM
+619.2%
-536.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.3% |
| 7D | -1.7% | -3.3% | +1.6% | +0.9% |
| 30D | +13.5% | -4.8% | +18.4% | +18.9% |
| 3M | -45.2% | -0.4% | -44.8% | -41.1% |
| 6M | +17.1% | +17.9% | -0.7% | +27.3% |
| YTD | +154.1% | +33.7% | +120.4% | +159.7% |
| 1Y | +375.7% | +95.6% | +280.1% | +278.9% |
| 3Y | +474.0% | +458.1% | +15.9% | +125.2% |
| 5Y | +60.4% | +329.0% | -268.6% | -28.3% |
| All | +82.9% | +619.2% | -536.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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