+82.9%
KORU vs LH
+183.3%
-100.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +7.5% |
| 7D | -1.7% | -4.7% | +3.0% | +3.6% |
| 30D | +13.5% | -3.5% | +17.0% | +18.3% |
| 3M | -45.2% | +17.7% | -62.9% | -54.7% |
| 6M | +17.1% | +15.8% | +1.4% | -2.5% |
| YTD | +154.1% | +25.1% | +129.0% | +96.9% |
| 1Y | +375.7% | +12.5% | +363.2% | +305.2% |
| 3Y | +474.0% | +59.8% | +414.3% | +224.3% |
| 5Y | +60.4% | +27.1% | +33.3% | +14.8% |
| All | +82.9% | +183.3% | -100.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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