+33.3%
KORU vs LH
+322.8%
-289.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.6% |
| 7D | +20.1% | -3.2% | +23.3% | +23.7% |
| 30D | +47.5% | +0.1% | +47.3% | +47.5% |
| 3M | -30.1% | +18.6% | -48.7% | -42.8% |
| 6M | +20.1% | +17.9% | +2.2% | -1.8% |
| YTD | +166.6% | +28.9% | +137.6% | +100.5% |
| 1Y | +458.9% | +16.6% | +442.3% | +358.1% |
| 3Y | +531.8% | +63.6% | +468.2% | +253.1% |
| 5Y | +67.7% | +30.0% | +37.7% | +17.9% |
| 10Y | +91.6% | +191.9% | -100.4% | -40.7% |
| All | +33.3% | +322.8% | -289.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling