+67.7%
KORU vs HST
+75.9%
-8.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +52.2% |
| 3M | -30.1% | -6.5% | -23.6% | -24.8% |
| 6M | +20.1% | +20.7% | -0.6% | -1.1% |
| YTD | +166.6% | +30.5% | +136.1% | +102.1% |
| 1Y | +458.9% | +36.8% | +422.2% | +296.6% |
| 3Y | +531.8% | +65.9% | +465.9% | +259.2% |
| 5Y | +67.7% | +73.9% | -6.2% | -5.0% |
| All | +67.7% | +75.9% | -8.2% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling