+67.9%
KORU vs KHC
-54.5%
+122.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -12.0% |
| 7D | +2.3% | -2.5% | +4.8% | +3.7% |
| 30D | +20.0% | +0.5% | +19.5% | +19.2% |
| 3M | -32.7% | +3.0% | -35.8% | -37.6% |
| 6M | +13.3% | +6.6% | +6.7% | +1.5% |
| YTD | +133.2% | +5.8% | +127.4% | +108.7% |
| 1Y | +357.3% | -2.2% | +359.5% | +326.5% |
| 3Y | +452.7% | -12.5% | +465.2% | +436.1% |
| 5Y | +47.2% | -13.6% | +60.8% | +39.9% |
| All | +67.9% | -54.5% | +122.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling