+143.8%
KORU vs HIMS
+181.3%
-37.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +13.5% | -8.2% | +21.7% | +16.9% |
| 3M | -45.2% | -4.7% | -40.5% | -43.4% |
| 6M | +17.1% | +6.3% | +10.8% | +20.8% |
| YTD | +154.1% | -15.3% | +169.4% | +169.8% |
| 1Y | +375.7% | -46.9% | +422.5% | +453.5% |
| 3Y | +474.0% | +321.3% | +152.7% | +199.6% |
| 5Y | +60.4% | +215.8% | -155.4% | -19.8% |
| All | +143.8% | +181.3% | -37.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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