+82.9%
KORU vs HIG
+313.7%
-230.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.2% |
| 7D | -1.7% | -1.5% | -0.3% | -0.8% |
| 30D | +13.5% | -0.4% | +13.9% | +12.7% |
| 3M | -45.2% | +6.7% | -51.9% | -50.1% |
| 6M | +17.1% | +2.0% | +15.2% | +6.4% |
| YTD | +154.1% | +0.3% | +153.8% | +132.8% |
| 1Y | +375.7% | +4.2% | +371.5% | +314.1% |
| 3Y | +474.0% | +102.2% | +371.8% | +180.6% |
| 5Y | +60.4% | +118.5% | -58.1% | -24.8% |
| All | +82.9% | +313.7% | -230.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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