+47.2%
KORU vs HIMS
+202.2%
-155.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -12.0% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | +20.0% | -10.1% | +30.1% | +24.5% |
| 3M | -32.7% | -1.2% | -31.5% | -30.9% |
| 6M | +13.3% | +16.9% | -3.6% | +14.4% |
| YTD | +133.2% | -15.5% | +148.7% | +148.4% |
| 1Y | +357.3% | -42.6% | +399.8% | +426.1% |
| 3Y | +452.7% | +320.2% | +132.4% | +146.0% |
| 5Y | +47.2% | +215.0% | -167.8% | -37.9% |
| All | +47.2% | +202.2% | -155.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling