+82.9%
KORU vs HSY
+128.6%
-45.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +13.5% | -5.2% | +18.7% | +15.1% |
| 3M | -45.2% | -3.4% | -41.8% | -46.6% |
| 6M | +17.1% | -19.2% | +36.3% | +23.9% |
| YTD | +154.1% | -2.6% | +156.8% | +142.9% |
| 1Y | +375.7% | -3.8% | +379.4% | +351.3% |
| 3Y | +474.0% | -10.6% | +484.6% | +443.5% |
| 5Y | +60.4% | +12.3% | +48.1% | +16.3% |
| All | +82.9% | +128.6% | -45.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling