+82.9%
KORU vs PHM
+568.1%
-485.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +7.6% |
| 7D | -1.7% | -5.0% | +3.3% | +2.9% |
| 30D | +13.5% | -8.4% | +22.0% | +23.1% |
| 3M | -45.2% | -4.4% | -40.8% | -44.0% |
| 6M | +17.1% | -3.7% | +20.9% | +23.9% |
| YTD | +154.1% | +1.3% | +152.9% | +156.5% |
| 1Y | +375.7% | -14.0% | +389.7% | +443.3% |
| 3Y | +474.0% | +48.1% | +425.9% | +289.8% |
| 5Y | +60.4% | +158.8% | -98.4% | -35.9% |
| All | +82.9% | +568.1% | -485.2% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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