+31.4%
KORU vs PHM
+622.4%
-591.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +4.5% |
| 7D | +24.3% | -2.5% | +26.8% | +26.8% |
| 30D | +37.3% | -9.7% | +47.0% | +49.4% |
| 3M | -32.8% | +2.2% | -35.0% | -34.7% |
| 6M | +36.9% | -5.7% | +42.6% | +46.5% |
| YTD | +162.6% | +2.8% | +159.8% | +161.4% |
| 1Y | +467.0% | -14.4% | +481.4% | +544.5% |
| 3Y | +522.4% | +52.2% | +470.1% | +324.7% |
| 5Y | +57.9% | +154.3% | -96.4% | -31.4% |
| 10Y | +70.8% | +545.9% | -475.1% | -64.3% |
| All | +31.4% | +622.4% | -591.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling