-25.1%
KORU vs HST
+65.5%
-90.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -5.7% | -31.7% | -29.0% |
| 7D | -48.7% | -4.2% | -44.5% | -42.8% |
| 30D | -68.9% | +9.6% | -78.5% | -70.7% |
| 3M | -64.6% | -1.1% | -63.5% | -62.0% |
| 6M | -82.2% | +21.1% | -103.2% | -86.1% |
| YTD | -28.1% | +47.1% | -75.2% | -50.8% |
| 1Y | -25.1% | +64.0% | -89.2% | -48.9% |
| All | -25.1% | +65.5% | -90.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling