+56.9%
KORU vs HUM
+6.5%
+50.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +8.6% |
| 7D | -1.7% | +2.1% | -3.8% | -2.0% |
| 30D | +13.5% | +5.4% | +8.1% | +12.5% |
| 3M | -45.2% | +11.4% | -56.6% | -46.2% |
| 6M | +17.1% | +141.5% | -124.4% | +2.0% |
| YTD | +154.1% | +61.2% | +92.9% | +129.0% |
| 1Y | +375.7% | +49.2% | +326.5% | +331.4% |
| 3Y | +474.0% | -9.0% | +483.1% | +462.7% |
| All | +56.9% | +6.5% | +50.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling