+56.9%
KORU vs LHX
+16.3%
+40.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.2% |
| 7D | -1.7% | -4.3% | +2.5% | -0.8% |
| 30D | +13.5% | -15.1% | +28.7% | +17.6% |
| 3M | -45.2% | -21.0% | -24.2% | -42.8% |
| 6M | +17.1% | -32.0% | +49.1% | +31.4% |
| YTD | +154.1% | -15.3% | +169.5% | +166.9% |
| 1Y | +375.7% | -11.1% | +386.7% | +389.7% |
| 3Y | +474.0% | +54.0% | +420.0% | +384.5% |
| All | +56.9% | +16.3% | +40.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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