+82.9%
KORU vs HYG
+56.1%
+26.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.1% |
| 7D | -1.7% | -0.7% | -1.0% | +2.5% |
| 30D | +13.5% | -0.7% | +14.3% | +18.9% |
| 3M | -45.2% | -0.2% | -45.0% | -43.0% |
| 6M | +17.1% | +1.4% | +15.7% | +23.8% |
| YTD | +154.1% | +1.5% | +152.7% | +173.3% |
| 1Y | +375.7% | +2.9% | +372.8% | +381.3% |
| 3Y | +474.0% | +25.6% | +448.4% | +142.2% |
| 5Y | +60.4% | +18.6% | +41.9% | +8.0% |
| All | +82.9% | +56.1% | +26.9% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling