+22.5%
KORU vs HYG
+1.8%
+20.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -20.9% |
| 7D | -24.3% | -0.1% | -24.2% | -24.0% |
| 30D | -54.2% | +0.7% | -54.9% | -62.5% |
| 3M | -45.4% | -2.0% | -43.4% | -7.5% |
| 6M | -66.5% | -0.9% | -65.6% | -46.1% |
| YTD | +14.9% | +0.1% | +14.8% | +86.7% |
| 1Y | +22.5% | +1.6% | +20.9% | +63.8% |
| All | +22.5% | +1.8% | +20.7% | +63.8% |
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