+29.3%
KORU vs THC
+526.0%
-496.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.8% | +13.2% |
| 7D | +13.0% | -0.7% | +13.7% | +13.2% |
| 30D | +27.3% | +1.3% | +26.0% | +26.3% |
| 3M | -55.3% | +64.2% | -119.5% | -65.2% |
| 6M | +11.6% | +8.3% | +3.3% | +3.7% |
| YTD | +158.5% | +33.4% | +125.2% | +119.5% |
| 1Y | +482.2% | +37.7% | +444.5% | +382.0% |
| 3Y | +471.9% | +236.8% | +235.1% | +217.3% |
| 5Y | +41.1% | +249.3% | -208.1% | -25.9% |
| 10Y | +80.2% | +995.2% | -915.1% | -47.8% |
| All | +29.3% | +526.0% | -496.7% | -57.2% |
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