+22.5%
KORU vs THC
+46.1%
-23.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.6% | -14.9% | -5.2% |
| 7D | -24.3% | +8.8% | -33.2% | -24.3% |
| 30D | -54.2% | +12.6% | -66.8% | -54.3% |
| 3M | -45.4% | +15.4% | -60.8% | -45.6% |
| 6M | -66.5% | +57.7% | -124.1% | -70.2% |
| YTD | +14.9% | +47.1% | -32.2% | +7.7% |
| 1Y | +22.5% | +40.7% | -18.2% | +14.7% |
| All | +22.5% | +46.1% | -23.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling