-57.7%
KORU vs PH
+1,214.7%
-1,272.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +11.1% | +4.3% | +6.8% | +5.8% |
| 30D | -40.6% | +0.1% | -40.7% | -38.9% |
| 3M | -63.9% | -9.4% | -54.5% | -57.5% |
| 6M | -82.8% | +8.8% | -91.6% | -83.6% |
| YTD | -15.4% | +9.6% | -25.0% | -17.0% |
| 1Y | -3.3% | +14.4% | -17.7% | -9.7% |
| 3Y | +136.2% | +134.5% | +1.6% | -13.1% |
| 5Y | -36.7% | +204.4% | -241.1% | -82.8% |
| 10Y | -22.9% | +697.3% | -720.2% | -92.8% |
| All | -57.7% | +1,214.7% | -1,272.4% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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