+82.9%
KORU vs HPE
+581.3%
-498.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +12.4% | -3.5% | -3.0% |
| 7D | -1.7% | +19.4% | -21.1% | -17.5% |
| 30D | +13.5% | +5.6% | +7.9% | +6.9% |
| 3M | -45.2% | +33.1% | -78.3% | -56.8% |
| 6M | +17.1% | +192.5% | -175.3% | -54.5% |
| YTD | +154.1% | +160.9% | -6.8% | +8.9% |
| 1Y | +375.7% | +155.0% | +220.7% | +106.2% |
| 3Y | +474.0% | +289.4% | +184.6% | +52.7% |
| 5Y | +60.4% | +395.7% | -335.2% | -66.4% |
| All | +82.9% | +581.3% | -498.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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