+97.5%
KORU vs HPE
+595.7%
-498.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.2% | -5.6% |
| 7D | +24.3% | +10.1% | +14.2% | +12.3% |
| 30D | +37.3% | +5.3% | +32.0% | +30.2% |
| 3M | -32.8% | +12.7% | -45.5% | -37.3% |
| 6M | +36.9% | +167.7% | -130.7% | -40.0% |
| YTD | +162.6% | +135.5% | +27.2% | +27.6% |
| 1Y | +467.0% | +143.4% | +323.6% | +165.4% |
| 3Y | +522.4% | +249.2% | +273.2% | +93.8% |
| 5Y | +57.9% | +343.8% | -286.0% | -60.4% |
| 10Y | +70.8% | +495.9% | -425.1% | -65.9% |
| All | +97.5% | +595.7% | -498.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling