-17.6%
KORU vs HUT
+405.9%
-423.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.5% | -7.0% | -11.1% |
| 7D | +2.3% | +2.8% | -0.5% | +1.8% |
| 30D | +20.0% | +2.1% | +18.0% | +20.1% |
| 3M | -32.7% | -14.3% | -18.5% | -27.9% |
| 6M | +13.3% | +84.2% | -70.9% | +7.9% |
| YTD | +133.2% | +97.2% | +36.0% | +120.4% |
| 1Y | +357.3% | +192.7% | +164.5% | +293.8% |
| 3Y | +452.7% | +712.6% | -259.9% | +243.8% |
| 5Y | +47.2% | +85.5% | -38.3% | +1.1% |
| All | -17.6% | +405.9% | -423.5% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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