+22.5%
KORU vs HWM
+5.4%
+17.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.0% | +1.1% |
| 7D | -24.3% | +9.4% | -33.7% | -35.0% |
| 30D | -54.2% | -7.0% | -47.2% | -48.7% |
| 3M | -45.4% | -25.9% | -19.6% | -14.2% |
| 6M | -66.5% | -10.8% | -55.6% | -62.0% |
| YTD | +14.9% | +4.3% | +10.6% | +19.3% |
| 1Y | +22.5% | +4.4% | +18.2% | +30.4% |
| All | +22.5% | +5.4% | +17.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling