+47.2%
KORU vs LH
+23.7%
+23.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.4% | -8.1% | -9.2% |
| 7D | +2.3% | -7.4% | +9.7% | +8.5% |
| 30D | +20.0% | -4.6% | +24.6% | +24.8% |
| 3M | -32.7% | +14.5% | -47.2% | -40.2% |
| 6M | +13.3% | +14.8% | -1.5% | +0.1% |
| YTD | +133.2% | +23.3% | +109.9% | +96.2% |
| 1Y | +357.3% | +13.6% | +343.7% | +306.4% |
| 3Y | +452.7% | +56.3% | +396.3% | +264.0% |
| 5Y | +47.2% | +25.2% | +22.0% | +12.8% |
| All | +47.2% | +23.7% | +23.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling