+82.9%
KORU vs HUBB
+446.9%
-364.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +6.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.5% |
| 30D | +13.5% | -10.0% | +23.5% | +32.4% |
| 3M | -45.2% | -1.6% | -43.6% | -36.4% |
| 6M | +17.1% | -3.1% | +20.2% | +42.9% |
| YTD | +154.1% | +4.6% | +149.6% | +198.6% |
| 1Y | +375.7% | +3.3% | +372.3% | +464.8% |
| 3Y | +474.0% | +46.6% | +427.4% | +329.3% |
| 5Y | +60.4% | +158.7% | -98.3% | -47.9% |
| All | +82.9% | +446.9% | -364.0% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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