+67.7%
KORU vs THC
+258.2%
-190.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | 0.0% |
| 7D | +20.1% | +4.1% | +16.0% | +18.2% |
| 30D | +47.5% | +3.5% | +44.0% | +44.7% |
| 3M | -30.1% | +61.7% | -91.8% | -46.8% |
| 6M | +20.1% | +11.8% | +8.3% | +9.9% |
| YTD | +166.6% | +35.4% | +131.2% | +121.3% |
| 1Y | +458.9% | +37.0% | +421.9% | +354.1% |
| 3Y | +531.8% | +260.1% | +271.7% | +197.7% |
| 5Y | +67.7% | +262.6% | -194.9% | -20.9% |
| All | +67.7% | +258.2% | -190.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling