+136.2%
KORU vs HWM
+348.7%
-212.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.4% |
| 7D | +11.1% | +7.3% | +3.9% | +4.0% |
| 30D | -40.6% | +1.6% | -42.2% | -39.7% |
| 3M | -63.9% | -21.9% | -42.0% | -53.8% |
| 6M | -82.8% | -19.0% | -63.8% | -78.0% |
| YTD | -15.4% | +7.9% | -23.3% | -9.4% |
| 1Y | -3.3% | +9.9% | -13.2% | +2.1% |
| 3Y | +136.2% | +342.1% | -206.0% | -10.7% |
| All | +136.2% | +348.7% | -212.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling