-8.7%
KORU vs HUT
+422.3%
-431.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +6.2% | +7.2% | +11.9% |
| 7D | +13.0% | +17.8% | -4.8% | +8.6% |
| 30D | +27.3% | +0.8% | +26.4% | +27.8% |
| 3M | -55.3% | -26.8% | -28.5% | -49.5% |
| 6M | +11.6% | +72.6% | -61.0% | +7.5% |
| YTD | +158.5% | +103.6% | +54.9% | +142.2% |
| 1Y | +482.2% | +265.3% | +216.9% | +379.4% |
| 3Y | +471.9% | +689.4% | -217.5% | +256.5% |
| 5Y | +41.1% | +75.3% | -34.2% | -2.8% |
| All | -8.7% | +422.3% | -431.0% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling