-23.8%
KORU vs HWM
+1,278.2%
-1,302.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.3% | +16.2% | +16.5% |
| 7D | -18.1% | +5.0% | -23.1% | -19.0% |
| 30D | -45.7% | +1.5% | -47.3% | -45.0% |
| 3M | -51.6% | -20.3% | -31.3% | -41.2% |
| 6M | -82.6% | -18.0% | -64.6% | -78.6% |
| YTD | -5.9% | +9.5% | -15.4% | -3.6% |
| 1Y | +3.3% | +7.5% | -4.2% | +7.1% |
| 3Y | +154.5% | +355.7% | -201.2% | -19.2% |
| 5Y | -26.6% | +610.2% | -636.8% | -82.6% |
| 10Y | -14.3% | +1,516.8% | -1,531.0% | -86.6% |
| All | -23.8% | +1,278.2% | -1,302.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling