+56.9%
KORU vs HIG
+116.1%
-59.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.3% | +9.3% | +9.1% |
| 7D | -1.7% | -1.5% | -0.3% | -1.1% |
| 30D | +13.5% | -0.4% | +13.9% | +13.0% |
| 3M | -45.2% | +6.7% | -51.9% | -49.3% |
| 6M | +17.1% | +2.0% | +15.2% | +8.4% |
| YTD | +154.1% | +0.3% | +153.8% | +137.3% |
| 1Y | +375.7% | +4.2% | +371.5% | +321.3% |
| 3Y | +474.0% | +102.2% | +371.8% | +138.4% |
| All | +56.9% | +116.1% | -59.1% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling