+33.3%
KORU vs HUBB
+532.1%
-498.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +4.3% |
| 7D | +20.1% | +1.1% | +19.0% | +18.3% |
| 30D | +47.5% | -9.6% | +57.1% | +69.8% |
| 3M | -30.1% | -6.2% | -23.9% | -14.0% |
| 6M | +20.1% | -6.2% | +26.3% | +51.9% |
| YTD | +166.6% | +3.4% | +163.2% | +216.3% |
| 1Y | +458.9% | +5.3% | +453.6% | +546.6% |
| 3Y | +531.8% | +44.4% | +487.4% | +386.7% |
| 5Y | +67.7% | +152.4% | -84.7% | -40.6% |
| 10Y | +91.6% | +437.0% | -345.5% | -69.3% |
| All | +33.3% | +532.1% | -498.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling