+458.9%
KORU vs HST
+37.9%
+421.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +20.1% | -0.3% | +20.4% | +20.6% |
| 30D | +47.5% | -2.8% | +50.3% | +52.5% |
| 3M | -30.1% | -6.5% | -23.6% | -25.6% |
| 6M | +20.1% | +20.7% | -0.6% | -8.5% |
| YTD | +166.6% | +30.5% | +136.1% | +98.1% |
| 1Y | +458.9% | +36.8% | +422.2% | +319.4% |
| All | +458.9% | +37.9% | +421.1% | +319.4% |
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