-32.7%
KORU vs HYG
+0.3%
-33.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.1% | +3.4% |
| 7D | +2.3% | -0.7% | +3.1% | +33.4% |
| 30D | +20.0% | -0.6% | +20.6% | +45.8% |
| 3M | -32.7% | +0.4% | -33.1% | -41.6% |
| All | -32.7% | +0.3% | -33.0% | -41.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling