-61.9%
KORU vs HST
+143.0%
-204.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.9% | +5.9% |
| 7D | -35.0% | -2.7% | -32.3% | -31.4% |
| 30D | -65.5% | +10.7% | -76.2% | -68.0% |
| 3M | -58.9% | +6.3% | -65.1% | -60.3% |
| 6M | -83.5% | +19.0% | -102.5% | -85.8% |
| YTD | -23.9% | +47.0% | -70.9% | -44.8% |
| 1Y | -12.4% | +53.4% | -65.9% | -39.2% |
| 3Y | +82.1% | +78.0% | +4.1% | +9.8% |
| 5Y | -42.6% | +71.7% | -114.3% | -62.6% |
| 10Y | -37.4% | +146.2% | -183.6% | -72.1% |
| All | -61.9% | +143.0% | -204.9% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling