+426.7%
KORU vs KHC
-12.8%
+439.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -12.7% |
| 7D | +2.3% | -2.5% | +4.8% | +1.8% |
| 30D | +20.0% | +0.5% | +19.5% | +20.1% |
| 3M | -32.7% | +3.0% | -35.8% | -33.3% |
| 6M | +13.3% | +6.6% | +6.7% | +11.6% |
| YTD | +133.2% | +5.8% | +127.4% | +130.3% |
| 1Y | +357.3% | -2.2% | +359.5% | +361.4% |
| All | +426.7% | -12.8% | +439.6% | +389.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling