+82.9%
KORU vs HL
+273.7%
-190.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +9.5% |
| 7D | -1.7% | -4.4% | +2.6% | +0.5% |
| 30D | +13.5% | +9.3% | +4.2% | +9.7% |
| 3M | -45.2% | +32.0% | -77.2% | -49.5% |
| 6M | +17.1% | -6.4% | +23.6% | +32.6% |
| YTD | +154.1% | +3.1% | +151.0% | +179.0% |
| 1Y | +375.7% | +77.6% | +298.1% | +316.7% |
| 3Y | +474.0% | +392.8% | +81.2% | +220.9% |
| 5Y | +60.4% | +234.1% | -173.7% | +0.9% |
| All | +82.9% | +273.7% | -190.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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