+109.3%
KORU vs HWM
+1,494.1%
-1,384.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.5% | +13.9% | +13.8% |
| 7D | +13.0% | -2.1% | +15.1% | +13.9% |
| 30D | +27.3% | -11.0% | +38.3% | +37.8% |
| 3M | -55.3% | +4.0% | -59.3% | -56.5% |
| 6M | +11.6% | -0.2% | +11.8% | +17.3% |
| YTD | +158.5% | +26.7% | +131.9% | +129.7% |
| 1Y | +482.2% | +44.7% | +437.4% | +365.4% |
| 3Y | +471.9% | +426.1% | +45.8% | +58.3% |
| 5Y | +41.1% | +738.5% | -697.4% | -71.6% |
| All | +109.3% | +1,494.1% | -1,384.8% | -71.5% |
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