+474.0%
KORU vs HLT
+99.0%
+375.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -1.6% | -0.1% | +0.2% |
| 30D | +13.5% | -5.0% | +18.6% | +19.7% |
| 3M | -45.2% | -10.4% | -34.8% | -37.5% |
| 6M | +17.1% | +3.2% | +13.9% | +14.3% |
| YTD | +154.1% | +6.7% | +147.4% | +138.0% |
| 1Y | +375.7% | +10.3% | +365.4% | +323.5% |
| 3Y | +474.0% | +99.3% | +374.7% | +123.0% |
| All | +474.0% | +99.0% | +375.0% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling