+522.4%
KORU vs HWM
+385.3%
+137.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.7% | +12.3% | +12.1% |
| 7D | +24.3% | -9.2% | +33.5% | +34.7% |
| 30D | +37.3% | -17.9% | +55.2% | +61.6% |
| 3M | -32.8% | -6.0% | -26.7% | -28.3% |
| 6M | +36.9% | -7.4% | +44.3% | +52.2% |
| YTD | +162.6% | +13.1% | +149.5% | +157.8% |
| 1Y | +467.0% | +29.3% | +437.7% | +406.0% |
| 3Y | +522.4% | +389.9% | +132.4% | +68.9% |
| All | +522.4% | +385.3% | +137.0% | +68.9% |
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