+29.3%
KORU vs HST
+115.7%
-86.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.2% | +13.2% |
| 7D | +13.0% | -1.0% | +14.0% | +14.3% |
| 30D | +27.3% | -12.3% | +39.5% | +44.6% |
| 3M | -55.3% | -6.4% | -48.9% | -52.7% |
| 6M | +11.6% | +15.0% | -3.4% | -0.4% |
| YTD | +158.5% | +30.5% | +128.0% | +105.4% |
| 1Y | +482.2% | +35.7% | +446.5% | +340.3% |
| 3Y | +471.9% | +68.4% | +403.5% | +258.1% |
| 5Y | +41.1% | +73.1% | -32.0% | -10.1% |
| 10Y | +80.2% | +92.7% | -12.5% | +0.2% |
| All | +29.3% | +115.7% | -86.4% | -38.7% |
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