+522.4%
KORU vs HST
+68.6%
+453.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +24.3% | +2.0% | +22.3% | +21.6% |
| 30D | +37.3% | -5.2% | +42.6% | +46.2% |
| 3M | -32.8% | -6.2% | -26.6% | -28.1% |
| 6M | +36.9% | +20.4% | +16.5% | +11.5% |
| YTD | +162.6% | +30.6% | +132.0% | +97.0% |
| 1Y | +467.0% | +37.4% | +429.7% | +298.9% |
| 3Y | +522.4% | +66.1% | +456.2% | +213.5% |
| All | +522.4% | +68.6% | +453.7% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling