+426.7%
KORU vs HIG
+101.8%
+325.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.2% | -12.7% | -12.5% |
| 7D | +2.3% | -2.3% | +4.6% | +1.7% |
| 30D | +20.0% | -1.2% | +21.2% | +20.1% |
| 3M | -32.7% | +6.3% | -39.0% | -32.8% |
| 6M | +13.3% | +0.6% | +12.7% | +14.5% |
| YTD | +133.2% | +0.6% | +132.6% | +135.7% |
| 1Y | +357.3% | +6.1% | +351.2% | +346.8% |
| All | +426.7% | +101.8% | +325.0% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling