-20.7%
KORU vs HST
+133.7%
-154.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +11.1% | +3.6% | +7.6% | +7.3% |
| 30D | -40.6% | +11.2% | -51.8% | -45.0% |
| 3M | -63.9% | +13.1% | -77.0% | -67.2% |
| 6M | -82.8% | +23.9% | -106.7% | -85.8% |
| YTD | -15.4% | +52.3% | -67.7% | -40.6% |
| 1Y | -3.3% | +56.7% | -59.9% | -34.1% |
| 3Y | +136.2% | +87.5% | +48.7% | +35.9% |
| 5Y | -36.7% | +82.8% | -119.5% | -60.9% |
| All | -20.7% | +133.7% | -154.5% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling