+19.1%
KORU vs HTZ
-90.1%
+109.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.7% |
| 7D | +24.3% | -2.5% | +26.8% | +25.0% |
| 30D | +37.3% | -3.7% | +41.1% | +37.8% |
| 3M | -32.8% | -57.0% | +24.2% | -22.9% |
| 6M | +36.9% | -47.0% | +83.9% | +51.5% |
| YTD | +162.6% | -57.5% | +220.1% | +203.8% |
| 1Y | +467.0% | -63.5% | +530.5% | +553.7% |
| 3Y | +522.4% | -86.3% | +608.7% | +766.6% |
| 5Y | +57.9% | -86.8% | +144.6% | +133.3% |
| All | +19.1% | -90.1% | +109.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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