+67.9%
KORU vs THC
+1,021.1%
-953.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -11.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.4% |
| 30D | +20.0% | +1.5% | +18.5% | +18.9% |
| 3M | -32.7% | +59.9% | -92.6% | -47.3% |
| 6M | +13.3% | +11.0% | +2.4% | +4.0% |
| YTD | +133.2% | +32.6% | +100.6% | +97.9% |
| 1Y | +357.3% | +37.4% | +319.9% | +277.9% |
| 3Y | +452.7% | +252.5% | +200.1% | +196.3% |
| 5Y | +47.2% | +262.3% | -215.1% | -25.2% |
| All | +67.9% | +1,021.1% | -953.2% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling