+151.9%
KORU vs HIMS
+188.0%
-36.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +24.3% | -0.9% | +25.2% | +24.6% |
| 30D | +37.3% | -10.8% | +48.2% | +42.2% |
| 3M | -32.8% | +3.7% | -36.5% | -32.0% |
| 6M | +36.9% | +79.0% | -42.1% | +24.2% |
| YTD | +162.6% | -13.2% | +175.9% | +176.6% |
| 1Y | +467.0% | -43.3% | +510.3% | +548.1% |
| 3Y | +522.4% | +331.4% | +191.0% | +222.3% |
| 5Y | +57.9% | +230.2% | -172.4% | -22.1% |
| All | +151.9% | +188.0% | -36.1% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling