-55.3%
KORU vs THC
+577.5%
-632.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.1% |
| 7D | +24.3% | +0.1% | +24.2% | +24.4% |
| 30D | -44.8% | +7.5% | -52.3% | -46.4% |
| 3M | -60.0% | +7.5% | -67.6% | -61.4% |
| 6M | -78.7% | +46.4% | -125.1% | -82.7% |
| YTD | -10.6% | +44.4% | -54.9% | -26.4% |
| 1Y | -3.8% | +43.4% | -47.2% | -20.9% |
| 3Y | +142.0% | +433.3% | -291.3% | +11.7% |
| 5Y | -33.1% | +262.5% | -295.6% | -65.2% |
| 10Y | -18.5% | +1,871.5% | -1,890.0% | -80.8% |
| All | -55.3% | +577.5% | -632.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling