+136.2%
KORU vs THC
+423.7%
-287.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +11.1% | +1.0% | +10.2% | +11.0% |
| 30D | -40.6% | +5.3% | -45.9% | -41.3% |
| 3M | -63.9% | +7.1% | -71.0% | -64.6% |
| 6M | -82.8% | +46.0% | -128.9% | -85.4% |
| YTD | -15.4% | +43.9% | -59.3% | -27.2% |
| 1Y | -3.3% | +45.4% | -48.7% | -17.4% |
| 3Y | +136.2% | +421.3% | -285.1% | +17.6% |
| All | +136.2% | +423.7% | -287.5% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling