+96.8%
KORU vs LTH
+150.5%
-53.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | -4.0% | +2.3% | +0.5% |
| 30D | +13.5% | -5.3% | +18.8% | +16.6% |
| 3M | -45.2% | +19.0% | -64.2% | -51.4% |
| 6M | +17.1% | +55.8% | -38.7% | -9.2% |
| YTD | +154.1% | +56.1% | +98.0% | +96.4% |
| 1Y | +375.7% | +41.3% | +334.4% | +282.9% |
| 3Y | +474.0% | +156.6% | +317.4% | +228.9% |
| All | +96.8% | +150.5% | -53.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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