+82.9%
KORU vs HUM
+152.7%
-69.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +7.9% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | +13.5% | +5.4% | +8.1% | +10.5% |
| 3M | -45.2% | +11.4% | -56.6% | -48.3% |
| 6M | +17.1% | +141.5% | -124.4% | -25.0% |
| YTD | +154.1% | +61.2% | +92.9% | +92.1% |
| 1Y | +375.7% | +49.2% | +326.5% | +268.4% |
| 3Y | +474.0% | -9.0% | +483.1% | +431.7% |
| 5Y | +60.4% | +7.2% | +53.2% | +17.3% |
| All | +82.9% | +152.7% | -69.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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