+482.2%
KORU vs HYG
+4.1%
+478.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +14.9% |
| 7D | +13.0% | -0.2% | +13.2% | +18.3% |
| 30D | +27.3% | +0.1% | +27.2% | +26.3% |
| 3M | -55.3% | +0.7% | -55.9% | -54.7% |
| 6M | +11.6% | +1.5% | +10.1% | +13.6% |
| YTD | +158.5% | +2.2% | +156.4% | +150.2% |
| 1Y | +482.2% | +3.9% | +478.3% | +383.5% |
| All | +482.2% | +4.1% | +478.0% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling