+47.2%
KORU vs HWM
+624.6%
-577.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -10.4% |
| 7D | +2.3% | -12.5% | +14.8% | +16.6% |
| 30D | +20.0% | -19.0% | +39.0% | +45.4% |
| 3M | -32.7% | -8.6% | -24.1% | -25.6% |
| 6M | +13.3% | -10.2% | +23.5% | +31.2% |
| YTD | +133.2% | +11.3% | +121.9% | +127.3% |
| 1Y | +357.3% | +24.3% | +333.0% | +301.0% |
| 3Y | +452.7% | +382.3% | +70.4% | +6.0% |
| 5Y | +47.2% | +640.6% | -593.4% | -82.2% |
| All | +47.2% | +624.6% | -577.4% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling