-36.0%
KORU vs HST
+82.0%
-118.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.8% | -9.3% |
| 7D | -34.5% | +0.6% | -35.1% | -32.9% |
| 30D | -59.6% | +14.5% | -74.1% | -64.4% |
| 3M | -56.1% | +15.4% | -71.5% | -61.8% |
| 6M | -84.7% | +22.0% | -106.7% | -87.7% |
| YTD | -20.6% | +54.9% | -75.4% | -49.4% |
| 1Y | -13.9% | +54.0% | -67.9% | -44.9% |
| 3Y | +114.9% | +90.4% | +24.4% | +5.5% |
| 5Y | -36.0% | +84.2% | -120.2% | -66.0% |
| All | -36.0% | +82.0% | -118.0% | -66.0% |
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